+14.0%
JPM vs DOCU
+18.5%
-4.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | +3.5% | +4.1% | -0.6% | +3.5% |
| 30D | +3.3% | +7.4% | -4.1% | +3.3% |
| 3M | -4.2% | +26.0% | -30.2% | -3.8% |
| 6M | +16.4% | +79.2% | -62.8% | +16.5% |
| YTD | +9.5% | +18.1% | -8.6% | +9.4% |
| 1Y | +14.0% | +20.5% | -6.5% | +13.9% |
| All | +14.0% | +18.5% | -4.5% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling