-35.0%
BA vs DOCU
+80.0%
-115.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.2% |
| 7D | +1.2% | +6.9% | -5.7% | 0.0% |
| 30D | -11.6% | +19.0% | -30.6% | -14.4% |
| 3M | -2.4% | +34.3% | -36.7% | -7.7% |
| 6M | -6.6% | +48.0% | -54.6% | -13.8% |
| YTD | -2.2% | 0.0% | -2.3% | -3.8% |
| 1Y | -8.0% | -10.3% | +2.3% | -8.1% |
| 3Y | -5.0% | +32.4% | -37.4% | -14.5% |
| 5Y | -2.7% | -77.9% | +75.2% | +7.1% |
| All | -35.0% | +80.0% | -115.0% | -56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling