+27.4%
AMAT vs DOCU
+47.4%
-20.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +5.9% |
| 7D | -1.5% | +6.9% | -8.4% | +1.4% |
| 30D | -14.8% | +19.0% | -33.8% | -7.3% |
| 3M | -9.3% | +34.3% | -43.6% | +9.8% |
| 6M | +27.4% | +48.0% | -20.6% | +59.8% |
| All | +27.4% | +47.4% | -20.0% | +59.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling