+38.1%
XOP vs DOCU
+111.8%
-73.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.4% |
| 7D | -10.5% | -3.7% | -6.8% | -10.1% |
| 30D | -4.3% | +15.0% | -19.3% | -6.0% |
| 3M | +4.7% | +39.9% | -35.2% | +0.2% |
| 6M | -0.1% | +66.2% | -66.2% | -6.8% |
| YTD | +43.8% | +17.7% | +26.2% | +39.3% |
| 1Y | +45.3% | +13.7% | +31.6% | +41.1% |
| 3Y | +30.2% | +95.9% | -65.7% | +14.8% |
| 5Y | +89.3% | -71.7% | +161.0% | +97.7% |
| All | +38.1% | +111.8% | -73.8% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling