+149.5%
JPM vs DOCU
+91.1%
+58.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.2% | -4.0% |
| 7D | -1.8% | -3.2% | +1.4% | -1.5% |
| 30D | +1.8% | +15.7% | -13.9% | +0.4% |
| 3M | -5.6% | +37.3% | -42.9% | -8.6% |
| 6M | +10.1% | +63.1% | -53.1% | +4.2% |
| YTD | +6.7% | +15.4% | -8.7% | +5.1% |
| 1Y | +10.3% | +11.3% | -1.0% | +9.0% |
| All | +149.5% | +91.1% | +58.4% | +132.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling