+120.8%
XLU vs DOCU
+104.6%
+16.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +0.3% | -4.8% | +5.1% | +0.4% |
| 30D | +5.7% | +9.4% | -3.6% | +5.4% |
| 3M | +1.2% | +29.0% | -27.9% | +0.3% |
| 6M | -0.7% | +62.3% | -63.0% | -2.5% |
| YTD | +4.7% | +13.7% | -9.0% | +4.1% |
| 1Y | +0.4% | +11.5% | -11.1% | -0.1% |
| 3Y | +59.6% | +94.2% | -34.6% | +53.8% |
| 5Y | +52.9% | -71.7% | +124.7% | +52.4% |
| All | +120.8% | +104.6% | +16.2% | +106.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling