+51.6%
XLU vs DOCU
-69.6%
+121.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.5% |
| 7D | +2.1% | +4.1% | -1.9% | +2.0% |
| 30D | +5.6% | +7.4% | -1.8% | +5.3% |
| 3M | +0.7% | +26.0% | -25.3% | 0.0% |
| 6M | -0.1% | +79.2% | -79.2% | -2.2% |
| YTD | +5.3% | +18.1% | -12.8% | +4.7% |
| 1Y | +2.2% | +20.5% | -18.4% | +1.5% |
| 3Y | +61.6% | +96.4% | -34.8% | +54.9% |
| All | +51.6% | -69.6% | +121.2% | +43.9% |
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 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