+108.1%
XLP vs DOCU
+80.0%
+28.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -1.0% |
| 7D | -1.0% | +6.9% | -7.9% | -1.3% |
| 30D | -0.9% | +19.0% | -19.9% | -1.7% |
| 3M | +3.8% | +34.3% | -30.5% | +2.4% |
| 6M | -1.7% | +48.0% | -49.7% | -3.6% |
| YTD | +10.3% | 0.0% | +10.2% | +9.9% |
| 1Y | +7.8% | -10.3% | +18.1% | +7.9% |
| 3Y | +27.2% | +32.4% | -5.2% | +23.3% |
| 5Y | +32.5% | -77.9% | +110.5% | +35.9% |
| All | +108.1% | +80.0% | +28.1% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOCU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling