+125.8%
XRT vs DOCU
+107.7%
+18.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.9% | -2.4% |
| 7D | +2.3% | -3.2% | +5.5% | +3.0% |
| 30D | +9.8% | +15.7% | -5.9% | +6.6% |
| 3M | -0.2% | +37.3% | -37.4% | -6.7% |
| 6M | +8.4% | +63.1% | -54.7% | -2.8% |
| YTD | +7.5% | +15.4% | -7.9% | +2.5% |
| 1Y | +13.2% | +11.3% | +1.9% | +8.5% |
| 3Y | +52.0% | +92.1% | -40.1% | +25.2% |
| 5Y | -3.2% | -70.5% | +67.3% | +0.9% |
| All | +125.8% | +107.7% | +18.1% | +56.9% |
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 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