+78.9%
XOP vs DOCU
-71.9%
+150.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.7% |
| 7D | -12.7% | -3.2% | -9.5% | -12.4% |
| 30D | -7.6% | +15.7% | -23.3% | -9.3% |
| 3M | +5.8% | +37.3% | -31.5% | +1.6% |
| 6M | -2.7% | +63.1% | -65.9% | -9.0% |
| YTD | +39.7% | +15.4% | +24.3% | +35.8% |
| 1Y | +42.4% | +11.3% | +31.1% | +39.0% |
| 3Y | +26.4% | +92.1% | -65.6% | +11.6% |
| 5Y | +78.9% | -70.5% | +149.4% | +76.9% |
| All | +78.9% | -71.9% | +150.8% | +76.9% |
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 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