+136.2%
XLV vs DOCU
+80.0%
+56.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.4% |
| 7D | +0.2% | +6.9% | -6.7% | -0.4% |
| 30D | +4.4% | +19.0% | -14.6% | +2.8% |
| 3M | +13.2% | +34.3% | -21.1% | +10.1% |
| 6M | +10.1% | +48.0% | -37.9% | +5.8% |
| YTD | +11.7% | 0.0% | +11.7% | +10.9% |
| 1Y | +26.9% | -10.3% | +37.2% | +26.9% |
| 3Y | +35.0% | +32.4% | +2.6% | +27.6% |
| 5Y | +35.9% | -77.9% | +113.8% | +45.4% |
| All | +136.2% | +80.0% | +56.1% | +86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling