+1.0%
XLU vs DOCU
+11.6%
-10.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.5% |
| 7D | +2.6% | -3.7% | +6.3% | +2.3% |
| 30D | +9.1% | +15.0% | -5.8% | +10.5% |
| 3M | -0.4% | +39.9% | -40.3% | +2.7% |
| 6M | -4.7% | +66.2% | -70.8% | 0.0% |
| YTD | +4.3% | +17.7% | -13.4% | +7.7% |
| 1Y | +1.0% | +13.7% | -12.7% | +4.5% |
| All | +1.0% | +11.6% | -10.6% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling