+155.3%
JPM vs DOCU
-78.0%
+233.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -1.4% |
| 7D | +0.3% | +6.9% | -6.6% | -0.5% |
| 30D | -0.2% | +19.0% | -19.2% | -2.3% |
| 3M | +15.9% | +34.3% | -18.4% | +11.5% |
| 6M | +20.9% | +48.0% | -27.1% | +14.6% |
| YTD | +12.9% | 0.0% | +12.9% | +11.9% |
| 1Y | +20.3% | -10.3% | +30.6% | +20.4% |
| 3Y | +160.9% | +32.4% | +128.5% | +144.2% |
| All | +155.3% | -78.0% | +233.3% | +156.8% |
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