+129.5%
XLV vs DOCU
+69.6%
+59.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.2% |
| 7D | -3.7% | -1.4% | -2.2% | -3.6% |
| 30D | -1.1% | +8.1% | -9.2% | -1.9% |
| 3M | +8.2% | +43.0% | -34.8% | +4.7% |
| 6M | +8.9% | +32.4% | -23.5% | +5.7% |
| YTD | +8.5% | -5.8% | +14.3% | +8.3% |
| 1Y | +22.3% | -19.2% | +41.5% | +23.4% |
| 3Y | +32.6% | +28.4% | +4.3% | +25.7% |
| 5Y | +34.4% | -77.1% | +111.5% | +43.0% |
| All | +129.5% | +69.6% | +59.9% | +82.3% |
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