+117.5%
XLU vs DOCU
+71.3%
+46.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.7% | +1.0% |
| 7D | +2.1% | +0.7% | +1.4% | +2.1% |
| 30D | -0.4% | +8.0% | -8.4% | -0.7% |
| 3M | +0.5% | +41.0% | -40.5% | -0.8% |
| 6M | -5.8% | +33.7% | -39.5% | -6.9% |
| YTD | +3.1% | -4.9% | +8.0% | +3.1% |
| 1Y | +8.1% | -20.4% | +28.5% | +8.8% |
| 3Y | +50.5% | +29.6% | +20.9% | +47.2% |
| 5Y | +44.7% | -76.9% | +121.6% | +45.1% |
| All | +117.5% | +71.3% | +46.3% | +104.3% |
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