+149.8%
XLY vs DOCU
+112.5%
+37.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +2.0% | +4.1% | -2.0% | +1.2% |
| 30D | +7.6% | +7.4% | +0.3% | +6.0% |
| 3M | +1.5% | +26.0% | -24.5% | -3.5% |
| 6M | +1.5% | +79.2% | -77.7% | -11.0% |
| YTD | +1.1% | +18.1% | -17.0% | -4.2% |
| 1Y | +4.3% | +20.5% | -16.2% | -1.8% |
| 3Y | +51.8% | +96.4% | -44.6% | +24.2% |
| 5Y | +22.8% | -69.5% | +92.3% | +29.3% |
| All | +149.8% | +112.5% | +37.3% | +78.1% |
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