+19.7%
BAC vs DOCU
-71.9%
+91.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.7% | -3.4% |
| 7D | -2.7% | -3.2% | +0.5% | -2.3% |
| 30D | -8.0% | +15.7% | -23.7% | -9.8% |
| 3M | -20.9% | +37.3% | -58.2% | -24.5% |
| 6M | -5.4% | +63.1% | -68.5% | -12.3% |
| YTD | -8.1% | +15.4% | -23.5% | -11.0% |
| 1Y | -3.1% | +11.3% | -14.4% | -5.8% |
| 3Y | +88.1% | +92.1% | -3.9% | +64.4% |
| 5Y | +19.7% | -70.5% | +90.2% | +15.6% |
| All | +19.7% | -71.9% | +91.6% | +15.6% |
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