+161.2%
IDXX vs DOCU
+69.6%
+91.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -4.4% | -1.4% | -3.0% | -4.1% |
| 30D | -13.5% | +8.1% | -21.6% | -15.4% |
| 3M | -11.0% | +43.0% | -54.0% | -19.0% |
| 6M | -15.6% | +32.4% | -48.0% | -22.3% |
| YTD | -23.9% | -5.8% | -18.1% | -24.2% |
| 1Y | -21.4% | -19.2% | -2.2% | -19.3% |
| 3Y | +10.6% | +28.4% | -17.8% | -4.6% |
| 5Y | -23.9% | -77.1% | +53.2% | -10.1% |
| All | +161.2% | +69.6% | +91.6% | +87.4% |
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 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