+160.4%
XLV vs DOCU
+104.6%
+55.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +2.0% | -4.8% | +6.8% | +2.4% |
| 30D | +10.3% | +9.4% | +0.9% | +9.4% |
| 3M | +14.1% | +29.0% | -14.9% | +11.4% |
| 6M | +32.3% | +62.3% | -30.0% | +26.3% |
| YTD | +23.2% | +13.7% | +9.5% | +20.9% |
| 1Y | +31.0% | +11.5% | +19.5% | +28.7% |
| 3Y | +57.7% | +94.2% | -36.5% | +43.8% |
| 5Y | +53.4% | -71.7% | +125.2% | +60.3% |
| All | +160.4% | +104.6% | +55.8% | +103.5% |
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