+200.7%
XOM vs DOCU
-71.0%
+271.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.4% |
| 7D | -11.4% | -5.5% | -5.9% | -11.2% |
| 30D | +1.1% | +12.6% | -11.5% | +0.7% |
| 3M | +7.8% | +36.4% | -28.6% | +6.6% |
| 6M | +13.0% | +66.8% | -53.8% | +10.8% |
| YTD | +40.6% | +13.5% | +27.1% | +39.8% |
| 1Y | +49.1% | +11.3% | +37.8% | +48.3% |
| 3Y | +72.9% | +92.1% | -19.2% | +65.1% |
| All | +200.7% | -71.0% | +271.8% | +195.7% |
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 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