-58.1%
BAX vs DOCU
+107.7%
-165.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -3.0% |
| 7D | +9.1% | -3.2% | +12.4% | +9.5% |
| 30D | +5.3% | +15.7% | -10.4% | +4.0% |
| 3M | -6.1% | +37.3% | -43.4% | -8.8% |
| 6M | +53.3% | +63.1% | -9.9% | +46.2% |
| YTD | +34.4% | +15.4% | +19.0% | +31.7% |
| 1Y | +43.2% | +11.3% | +31.9% | +40.6% |
| 3Y | -20.1% | +92.1% | -112.2% | -26.5% |
| 5Y | -63.7% | -70.5% | +6.8% | -63.2% |
| All | -58.1% | +107.7% | -165.7% | -68.4% |
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