-2.7%
XLY vs DOCU
-19.0%
+16.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.3% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | -4.9% | +8.0% | -12.9% | -5.7% |
| 3M | -1.0% | +41.0% | -42.0% | -4.5% |
| 6M | 0.0% | +33.7% | -33.7% | -3.4% |
| YTD | -4.2% | -4.9% | +0.7% | -3.5% |
| 1Y | -2.7% | -20.4% | +17.7% | -0.7% |
| All | -2.7% | -19.0% | +16.3% | -0.7% |
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 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