+129.2%
XRT vs DOCU
+104.4%
+24.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +4.1% | -3.4% | +7.5% | +4.8% |
| 30D | +9.9% | +9.3% | +0.7% | +8.0% |
| 3M | +2.3% | +30.2% | -28.0% | -3.4% |
| 6M | +9.6% | +62.1% | -52.6% | -1.5% |
| YTD | +9.1% | +13.5% | -4.4% | +4.4% |
| 1Y | +16.2% | +11.5% | +4.7% | +11.4% |
| 3Y | +60.1% | +89.5% | -29.4% | +32.2% |
| 5Y | -0.5% | -69.6% | +69.1% | +3.4% |
| All | +129.2% | +104.4% | +24.8% | +59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling