+151.9%
IBM vs DOCU
+104.4%
+47.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -1.5% | -3.4% | +1.8% | -1.2% |
| 30D | +8.4% | +9.3% | -0.9% | +7.4% |
| 3M | +4.2% | +30.2% | -26.0% | +1.2% |
| 6M | +7.9% | +62.1% | -54.2% | +2.6% |
| YTD | -15.2% | +13.5% | -28.7% | -17.2% |
| 1Y | -18.7% | +11.5% | -30.2% | -20.6% |
| 3Y | +79.2% | +89.5% | -10.3% | +67.3% |
| 5Y | +144.7% | -69.6% | +214.3% | +146.1% |
| All | +151.9% | +104.4% | +47.5% | +86.3% |
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 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