+309.6%
JPM vs DOCU
+80.0%
+229.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -1.3% |
| 7D | +0.3% | +6.9% | -6.6% | -0.3% |
| 30D | -0.2% | +19.0% | -19.2% | -1.9% |
| 3M | +15.9% | +34.3% | -18.4% | +12.3% |
| 6M | +20.9% | +48.0% | -27.1% | +15.7% |
| YTD | +12.9% | 0.0% | +12.9% | +12.0% |
| 1Y | +20.3% | -10.3% | +30.6% | +20.3% |
| 3Y | +160.9% | +32.4% | +128.5% | +147.8% |
| 5Y | +154.8% | -77.9% | +232.8% | +161.1% |
| All | +309.6% | +80.0% | +229.6% | +212.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling