+369.4%
JCI vs DOCU
+104.2%
+265.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +2.9% |
| 7D | -9.4% | -5.5% | -3.8% | -8.9% |
| 30D | -13.4% | +12.6% | -26.0% | -14.5% |
| 3M | -12.4% | +36.4% | -48.8% | -15.5% |
| 6M | -5.1% | +66.8% | -71.9% | -10.9% |
| YTD | +13.7% | +13.5% | +0.3% | +11.0% |
| 1Y | +11.4% | +11.3% | +0.1% | +8.9% |
| 3Y | +175.9% | +92.1% | +83.8% | +148.7% |
| 5Y | +98.4% | -71.0% | +169.4% | +100.0% |
| All | +369.4% | +104.2% | +265.2% | +261.6% |
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