+142.1%
IBM vs DOCU
-71.9%
+213.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.9% | -2.6% |
| 7D | -4.3% | -3.2% | -1.1% | -3.9% |
| 30D | +11.7% | +15.7% | -4.0% | +9.7% |
| 3M | +5.5% | +37.3% | -31.8% | +1.4% |
| 6M | +9.5% | +63.1% | -53.7% | +3.2% |
| YTD | -14.9% | +15.4% | -30.3% | -17.7% |
| 1Y | -17.4% | +11.3% | -28.7% | -19.9% |
| 3Y | +83.3% | +92.1% | -8.8% | +70.8% |
| 5Y | +142.1% | -70.5% | +212.6% | +122.4% |
| All | +142.1% | -71.9% | +213.9% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling