+355.0%
DXCM vs DOCU
+107.7%
+247.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.6% | -4.0% |
| 7D | +5.7% | -3.2% | +8.9% | +6.6% |
| 30D | +1.3% | +15.7% | -14.4% | -2.9% |
| 3M | +2.2% | +37.3% | -35.1% | -7.1% |
| 6M | +42.0% | +63.1% | -21.1% | +22.3% |
| YTD | +27.3% | +15.4% | +11.9% | +19.2% |
| 1Y | +42.5% | +11.3% | +31.2% | +34.5% |
| 3Y | -13.3% | +92.1% | -105.4% | -35.4% |
| 5Y | -46.8% | -70.5% | +23.7% | -37.2% |
| All | +355.0% | +107.7% | +247.3% | +133.3% |
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