+327.8%
DXCM vs DOCU
+104.2%
+223.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.3% | -5.5% |
| 7D | -3.5% | -5.5% | +2.0% | -1.9% |
| 30D | -5.8% | +12.6% | -18.4% | -9.0% |
| 3M | -4.3% | +36.4% | -40.7% | -12.9% |
| 6M | +31.6% | +66.8% | -35.2% | +12.7% |
| YTD | +19.6% | +13.5% | +6.2% | +12.6% |
| 1Y | +36.9% | +11.3% | +25.6% | +29.2% |
| 3Y | -16.3% | +92.1% | -108.3% | -37.6% |
| 5Y | -50.0% | -71.0% | +21.0% | -40.6% |
| All | +327.8% | +104.2% | +223.6% | +120.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling