+140.3%
IBM vs DOCU
+80.0%
+60.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.3% |
| 7D | -0.3% | +6.9% | -7.2% | -1.0% |
| 30D | +0.3% | +19.0% | -18.7% | -1.6% |
| 3M | -21.6% | +34.3% | -55.9% | -24.1% |
| 6M | -4.7% | +48.0% | -52.7% | -8.5% |
| YTD | -19.1% | 0.0% | -19.1% | -19.9% |
| 1Y | -2.5% | -10.3% | +7.8% | -2.9% |
| 3Y | +74.2% | +32.4% | +41.8% | +67.2% |
| 5Y | +113.1% | -77.9% | +191.1% | +120.5% |
| All | +140.3% | +80.0% | +60.3% | +80.2% |
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