-56.7%
BAX vs DOCU
+111.8%
-168.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +4.1% | -3.7% | +7.8% | +4.4% |
| 30D | +9.4% | +15.0% | -5.5% | +8.1% |
| 3M | -6.5% | +39.9% | -46.4% | -9.3% |
| 6M | +59.6% | +66.2% | -6.6% | +52.0% |
| YTD | +38.9% | +17.7% | +21.2% | +35.8% |
| 1Y | +48.0% | +13.7% | +34.3% | +45.1% |
| 3Y | -17.5% | +95.9% | -113.4% | -24.1% |
| 5Y | -62.7% | -71.7% | +9.0% | -61.9% |
| All | -56.7% | +111.8% | -168.5% | -67.4% |
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