+171.5%
IDXX vs DOCU
+80.0%
+91.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.3% |
| 7D | -3.5% | +6.9% | -10.4% | -5.1% |
| 30D | -8.4% | +19.0% | -27.4% | -12.6% |
| 3M | -5.2% | +34.3% | -39.5% | -12.4% |
| 6M | -17.5% | +48.0% | -65.5% | -26.1% |
| YTD | -20.9% | 0.0% | -20.9% | -22.4% |
| 1Y | -16.4% | -10.3% | -6.1% | -16.3% |
| 3Y | +4.7% | +32.4% | -27.7% | -10.3% |
| 5Y | -22.2% | -77.9% | +55.7% | -7.2% |
| All | +171.5% | +80.0% | +91.5% | +92.0% |
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