+0.7%
XRT vs DOCU
-71.6%
+72.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.4% | +5.5% |
| 7D | +8.0% | -3.7% | +11.8% | +8.9% |
| 30D | +13.0% | +15.0% | -1.9% | +9.5% |
| 3M | +1.7% | +39.9% | -38.2% | -6.2% |
| 6M | +12.6% | +66.2% | -53.6% | -0.9% |
| YTD | +10.7% | +17.7% | -7.0% | +4.5% |
| 1Y | +18.4% | +13.7% | +4.7% | +12.5% |
| 3Y | +56.4% | +95.9% | -39.5% | +22.8% |
| 5Y | +0.7% | -71.7% | +72.3% | -3.4% |
| All | +0.7% | -71.6% | +72.3% | -3.4% |
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