+297.4%
JPM vs DOCU
+112.5%
+184.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +3.5% | +4.1% | -0.6% | +3.1% |
| 30D | +3.3% | +7.4% | -4.1% | +2.5% |
| 3M | -4.2% | +26.0% | -30.2% | -6.4% |
| 6M | +16.4% | +79.2% | -62.8% | +9.5% |
| YTD | +9.5% | +18.1% | -8.6% | +6.9% |
| 1Y | +14.0% | +20.5% | -6.5% | +10.9% |
| 3Y | +153.1% | +96.4% | +56.7% | +131.8% |
| 5Y | +134.9% | -69.5% | +204.4% | +134.7% |
| All | +297.4% | +112.5% | +184.8% | +198.0% |
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