-12.3%
JD vs DOCU
+80.0%
-92.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.9% |
| 7D | -1.7% | +6.9% | -8.6% | -3.5% |
| 30D | -13.2% | +19.0% | -32.1% | -17.6% |
| 3M | -3.2% | +34.3% | -37.5% | -11.7% |
| 6M | +15.2% | +48.0% | -32.8% | +1.2% |
| YTD | +2.0% | 0.0% | +2.0% | -0.7% |
| 1Y | -5.4% | -10.3% | +4.9% | -5.7% |
| 3Y | -9.1% | +32.4% | -41.5% | -25.0% |
| 5Y | -59.6% | -77.9% | +18.3% | -49.3% |
| All | -12.3% | +80.0% | -92.3% | -41.5% |
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