+160.2%
IBM vs DOCU
+111.8%
+48.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +0.4% | -3.7% | +4.1% | +0.8% |
| 30D | +14.8% | +15.0% | -0.2% | +13.1% |
| 3M | +8.9% | +39.9% | -31.0% | +5.0% |
| 6M | +12.4% | +66.2% | -53.7% | +6.6% |
| YTD | -12.4% | +17.7% | -30.1% | -14.8% |
| 1Y | -13.3% | +13.7% | -27.0% | -15.5% |
| 3Y | +88.6% | +95.9% | -7.3% | +75.4% |
| 5Y | +154.8% | -71.7% | +226.5% | +157.2% |
| All | +160.2% | +111.8% | +48.3% | +91.7% |
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