+71.4%
BAC vs DOCU
-78.0%
+149.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.6% |
| 7D | +1.1% | +6.9% | -5.8% | +0.2% |
| 30D | -0.4% | +19.0% | -19.4% | -2.9% |
| 3M | +16.9% | +34.3% | -17.4% | +11.6% |
| 6M | +26.6% | +48.0% | -21.4% | +18.7% |
| YTD | +15.8% | 0.0% | +15.8% | +14.4% |
| 1Y | +27.2% | -10.3% | +37.4% | +27.2% |
| 3Y | +132.4% | +32.4% | +100.0% | +114.1% |
| All | +71.4% | -78.0% | +149.4% | +74.6% |
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