+155.1%
XOP vs DOCU
-78.0%
+233.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -1.3% |
| 7D | +2.6% | +6.9% | -4.3% | +1.8% |
| 30D | +15.4% | +19.0% | -3.5% | +13.0% |
| 3M | +12.1% | +34.3% | -22.2% | +7.7% |
| 6M | +19.7% | +48.0% | -28.3% | +13.3% |
| YTD | +52.4% | 0.0% | +52.4% | +50.9% |
| 1Y | +47.6% | -10.3% | +57.8% | +47.7% |
| 3Y | +34.4% | +32.4% | +2.0% | +24.8% |
| All | +155.1% | -78.0% | +233.1% | +157.5% |
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