-64.6%
XYZ vs DOCU
-71.6%
+7.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.2% | +15.1% | +15.2% |
| 7D | +16.5% | -3.7% | +20.2% | +18.9% |
| 30D | +15.0% | +15.0% | 0.0% | +5.8% |
| 3M | +3.5% | +39.9% | -36.4% | -15.7% |
| 6M | +21.9% | +66.2% | -44.3% | -11.7% |
| YTD | +34.6% | +17.7% | +16.9% | +17.4% |
| 1Y | +20.7% | +13.7% | +7.1% | +7.0% |
| 3Y | +80.0% | +95.9% | -15.9% | +0.9% |
| 5Y | -64.6% | -71.7% | +7.1% | -60.9% |
| All | -64.6% | -71.6% | +7.0% | -60.9% |
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 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