+116.9%
JCI vs DOCU
-78.0%
+194.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.5% |
| 7D | +3.8% | +6.9% | -3.1% | +3.0% |
| 30D | -5.7% | +19.0% | -24.7% | -7.8% |
| 3M | -1.4% | +34.3% | -35.7% | -5.3% |
| 6M | +4.1% | +48.0% | -43.9% | -1.9% |
| YTD | +21.7% | 0.0% | +21.7% | +20.7% |
| 1Y | +36.1% | -10.3% | +46.4% | +36.6% |
| 3Y | +154.4% | +32.4% | +122.0% | +135.7% |
| All | +116.9% | -78.0% | +194.8% | +118.2% |
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 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