+73.9%
IBM vs DOCU
+33.7%
+40.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.8% |
| 7D | -0.3% | +6.9% | -7.2% | -1.9% |
| 30D | +0.3% | +19.0% | -18.7% | -3.9% |
| 3M | -21.6% | +34.3% | -55.9% | -27.1% |
| 6M | -4.7% | +48.0% | -52.7% | -12.9% |
| YTD | -19.1% | 0.0% | -19.1% | -22.0% |
| 1Y | -2.5% | -10.3% | +7.8% | -5.0% |
| All | +73.9% | +33.7% | +40.3% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling