+84.2%
XYZ vs DOCU
+111.8%
-27.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.9% |
| 3M | +3.5% | +39.9% | -36.4% | -15.5% |
| 6M | +21.9% | +66.2% | -44.3% | -11.3% |
| YTD | +34.6% | +17.7% | +16.9% | +17.5% |
| 1Y | +20.7% | +13.7% | +7.1% | +7.0% |
| 3Y | +80.0% | +95.9% | -15.9% | +4.7% |
| 5Y | -64.6% | -71.7% | +7.1% | -47.6% |
| All | +84.2% | +111.8% | -27.6% | -6.8% |
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