+51.8%
XLY vs DOCU
+98.0%
-46.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +2.0% | +4.1% | -2.0% | +1.4% |
| 30D | +7.6% | +7.4% | +0.3% | +6.3% |
| 3M | +1.5% | +26.0% | -24.5% | -2.5% |
| 6M | +1.5% | +79.2% | -77.7% | -8.9% |
| YTD | +1.1% | +18.1% | -17.0% | -2.5% |
| 1Y | +4.3% | +20.5% | -16.2% | -0.1% |
| 3Y | +51.8% | +96.4% | -44.6% | +32.9% |
| All | +51.8% | +98.0% | -46.3% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling