+50.0%
XLV vs DOCU
-71.0%
+121.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | 0.0% | -5.5% | +5.5% | +0.4% |
| 30D | +9.5% | +12.6% | -3.2% | +8.6% |
| 3M | +12.8% | +36.4% | -23.6% | +10.3% |
| 6M | +28.1% | +66.8% | -38.6% | +23.2% |
| YTD | +20.9% | +13.5% | +7.4% | +19.2% |
| 1Y | +28.7% | +11.3% | +17.4% | +27.0% |
| 3Y | +51.5% | +92.1% | -40.6% | +40.6% |
| All | +50.0% | -71.0% | +121.0% | +45.0% |
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