+17.7%
XLY vs DOCU
-71.0%
+88.8%
-39.7%
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% | +0.3% |
| 7D | +1.9% | -5.5% | +7.5% | +3.1% |
| 30D | +5.6% | +12.6% | -7.1% | +2.8% |
| 3M | -0.2% | +36.4% | -36.6% | -7.3% |
| 6M | -1.5% | +66.8% | -68.3% | -13.1% |
| YTD | -0.9% | +13.5% | -14.4% | -5.5% |
| 1Y | +0.7% | +11.3% | -10.6% | -3.8% |
| 3Y | +50.3% | +92.1% | -41.8% | +20.3% |
| All | +17.7% | -71.0% | +88.8% | +14.8% |
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