+127.3%
JPM vs DOCU
-71.9%
+199.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.1% |
| 3M | -5.6% | +37.3% | -42.9% | -9.2% |
| 6M | +10.1% | +63.1% | -53.1% | +3.3% |
| YTD | +6.7% | +15.4% | -8.7% | +4.0% |
| 1Y | +10.3% | +11.3% | -1.0% | +7.8% |
| 3Y | +151.4% | +92.1% | +59.3% | +125.1% |
| 5Y | +127.3% | -70.5% | +197.8% | +120.3% |
| All | +127.3% | -71.9% | +199.1% | +120.3% |
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