+124.0%
JPM vs DOCU
-71.0%
+195.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.7% |
| 7D | -0.8% | -5.5% | +4.8% | -0.1% |
| 30D | +1.5% | +12.6% | -11.2% | +0.1% |
| 3M | -5.7% | +36.4% | -42.1% | -9.2% |
| 6M | +7.2% | +66.8% | -59.6% | +0.3% |
| YTD | +5.8% | +13.5% | -7.7% | +3.3% |
| 1Y | +8.8% | +11.3% | -2.5% | +6.3% |
| 3Y | +147.4% | +92.1% | +55.3% | +121.5% |
| All | +124.0% | -71.0% | +195.0% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling