+23.3%
BAC vs DOCU
-71.6%
+94.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +1.5% | -3.7% | +5.2% | +2.0% |
| 30D | -4.4% | +15.0% | -19.3% | -6.2% |
| 3M | -17.5% | +39.9% | -57.4% | -21.5% |
| 6M | -0.1% | +66.2% | -66.2% | -7.6% |
| YTD | -4.6% | +17.7% | -22.3% | -7.9% |
| 1Y | -1.5% | +13.7% | -15.2% | -4.6% |
| 3Y | +95.2% | +95.9% | -0.7% | +70.1% |
| 5Y | +23.3% | -71.7% | +95.0% | +18.9% |
| All | +23.3% | -71.6% | +94.9% | +18.9% |
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