+373.5%
DXCM vs DOCU
+80.0%
+293.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.7% | -5.7% | -3.0% |
| 7D | -3.2% | +6.9% | -10.1% | -5.1% |
| 30D | +6.3% | +19.0% | -12.7% | +0.9% |
| 3M | +21.1% | +34.3% | -13.2% | +10.7% |
| 6M | +20.6% | +48.0% | -27.4% | +6.4% |
| YTD | +32.4% | 0.0% | +32.4% | +29.5% |
| 1Y | +8.8% | -10.3% | +19.1% | +8.7% |
| 3Y | -13.7% | +32.4% | -46.1% | -27.9% |
| 5Y | -35.2% | -77.9% | +42.8% | -16.3% |
| All | +373.5% | +80.0% | +293.5% | +153.5% |
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