-29.9%
JBL vs DOCU
+63.4%
-93.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.0% | -6.6% | -9.1% |
| 7D | -17.9% | -3.2% | -14.7% | -18.7% |
| 30D | -23.6% | +15.7% | -39.2% | -19.9% |
| 3M | -30.2% | +37.3% | -67.5% | -22.3% |
| 6M | -29.9% | +63.1% | -93.0% | -13.8% |
| All | -29.9% | +63.4% | -93.2% | -13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling