-57.8%
BAX vs DOCU
+80.0%
-137.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.7% |
| 7D | -1.1% | +6.9% | -8.0% | -1.7% |
| 30D | -5.5% | +19.0% | -24.4% | -7.0% |
| 3M | +33.5% | +34.3% | -0.8% | +29.9% |
| 6M | +35.9% | +48.0% | -12.2% | +30.6% |
| YTD | +35.4% | 0.0% | +35.3% | +34.3% |
| 1Y | +9.8% | -10.3% | +20.0% | +9.6% |
| 3Y | -32.7% | +32.4% | -65.1% | -36.0% |
| 5Y | -65.6% | -77.9% | +12.4% | -64.1% |
| All | -57.8% | +80.0% | -137.8% | -67.8% |
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