+830.5%
JBL vs DOCU
+107.7%
+722.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.0% | -6.6% | -8.3% |
| 7D | -17.9% | -3.2% | -14.7% | -17.5% |
| 30D | -23.6% | +15.7% | -39.2% | -25.3% |
| 3M | -30.2% | +37.3% | -67.5% | -33.8% |
| 6M | -29.9% | +63.1% | -93.0% | -36.0% |
| YTD | +3.7% | +15.4% | -11.6% | -0.5% |
| 1Y | +8.5% | +11.3% | -2.8% | +4.7% |
| 3Y | +85.1% | +92.1% | -6.9% | +57.5% |
| 5Y | +267.8% | -70.5% | +338.3% | +286.2% |
| All | +830.5% | +107.7% | +722.8% | +564.2% |
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