+278.0%
JBL vs DOCU
-71.0%
+349.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.8% | +1.4% |
| 7D | -12.3% | -5.5% | -6.8% | -11.6% |
| 30D | -20.2% | +12.6% | -32.8% | -21.6% |
| 3M | -30.6% | +36.4% | -67.0% | -34.1% |
| 6M | -35.8% | +66.8% | -102.6% | -41.4% |
| YTD | +4.9% | +13.5% | -8.5% | +1.5% |
| 1Y | +11.3% | +11.3% | 0.0% | +7.9% |
| 3Y | +89.1% | +92.1% | -3.0% | +60.1% |
| All | +278.0% | -71.0% | +349.0% | +259.4% |
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