+23.4%
XLV vs DOCU
-19.0%
+42.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.3% | -2.4% |
| 7D | -2.6% | +0.7% | -3.3% | -2.6% |
| 30D | +0.9% | +8.0% | -7.1% | +0.8% |
| 3M | +10.0% | +41.0% | -31.0% | +9.7% |
| 6M | +10.4% | +33.7% | -23.3% | +10.0% |
| YTD | +8.9% | -4.9% | +13.7% | +9.1% |
| 1Y | +23.4% | -20.4% | +43.7% | +21.0% |
| All | +23.4% | -19.0% | +42.4% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling