+154.0%
BAC vs DOCU
+80.0%
+73.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -1.0% |
| 7D | +0.6% | +6.9% | -6.3% | -0.2% |
| 30D | -0.9% | +19.0% | -19.9% | -3.0% |
| 3M | +16.3% | +34.3% | -18.0% | +12.1% |
| 6M | +26.0% | +48.0% | -22.0% | +19.6% |
| YTD | +15.2% | 0.0% | +15.2% | +14.0% |
| 1Y | +26.5% | -10.3% | +36.8% | +26.5% |
| 3Y | +132.4% | +32.4% | +100.0% | +118.6% |
| 5Y | +72.6% | -77.9% | +150.5% | +77.0% |
| All | +154.0% | +80.0% | +73.9% | +84.5% |
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