+75.8%
XOP vs DOCU
-71.0%
+146.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | -14.7% | -5.5% | -9.2% | -14.1% |
| 30D | -7.7% | +12.6% | -20.3% | -9.0% |
| 3M | +4.4% | +36.4% | -32.0% | +0.4% |
| 6M | +3.5% | +66.8% | -63.3% | -3.4% |
| YTD | +39.4% | +13.5% | +25.9% | +35.8% |
| 1Y | +39.8% | +11.3% | +28.5% | +36.4% |
| 3Y | +29.7% | +92.1% | -62.4% | +14.4% |
| All | +75.8% | -71.0% | +146.8% | +73.5% |
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