-13.9%
JD vs DOCU
+111.8%
-125.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.9% | +3.0% |
| 7D | +9.0% | -3.7% | +12.7% | +10.0% |
| 30D | +5.2% | +15.0% | -9.8% | +1.1% |
| 3M | -15.9% | +39.9% | -55.8% | -23.9% |
| 6M | -7.7% | +66.2% | -73.8% | -21.2% |
| YTD | +0.1% | +17.7% | -17.6% | -7.1% |
| 1Y | -9.7% | +13.7% | -23.4% | -15.7% |
| 3Y | +12.9% | +95.9% | -83.0% | -17.4% |
| 5Y | -60.6% | -71.7% | +11.1% | -53.9% |
| All | -13.9% | +111.8% | -125.7% | -45.3% |
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