+120.5%
XLU vs DOCU
+104.4%
+16.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.7% | -3.4% | +4.1% | +0.8% |
| 30D | +5.6% | +9.3% | -3.7% | +5.3% |
| 3M | +2.1% | +30.2% | -28.1% | +1.2% |
| 6M | -0.9% | +62.1% | -63.0% | -2.6% |
| YTD | +4.6% | +13.5% | -9.0% | +4.0% |
| 1Y | +0.3% | +11.5% | -11.2% | -0.2% |
| 3Y | +58.6% | +89.5% | -30.9% | +53.0% |
| 5Y | +51.5% | -69.6% | +121.1% | +50.6% |
| All | +120.5% | +104.4% | +16.2% | +105.9% |
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 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