+357.0%
JCI vs DOCU
+107.7%
+249.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.0% | -4.5% | -6.3% |
| 7D | -16.9% | -3.2% | -13.7% | -16.7% |
| 30D | -17.2% | +15.7% | -32.9% | -18.5% |
| 3M | -14.2% | +37.3% | -51.5% | -17.2% |
| 6M | -8.7% | +63.1% | -71.8% | -14.0% |
| YTD | +10.7% | +15.4% | -4.6% | +7.9% |
| 1Y | +9.7% | +11.3% | -1.6% | +7.3% |
| 3Y | +166.9% | +92.1% | +74.9% | +140.7% |
| 5Y | +93.1% | -70.5% | +163.6% | +94.4% |
| All | +357.0% | +107.7% | +249.3% | +251.5% |
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