+51.4%
XLU vs DOCU
-71.0%
+122.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | -0.7% | -5.5% | +4.9% | -0.5% |
| 30D | +4.8% | +12.6% | -7.8% | +4.4% |
| 3M | +0.2% | +36.4% | -36.2% | -0.9% |
| 6M | -4.3% | +66.8% | -71.1% | -6.1% |
| YTD | +3.1% | +13.5% | -10.3% | +2.7% |
| 1Y | +0.3% | +11.3% | -11.0% | -0.1% |
| 3Y | +52.9% | +92.1% | -39.2% | +46.7% |
| All | +51.4% | -71.0% | +122.4% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling