+33.2%
BDX vs DOCU
+111.8%
-78.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.5% |
| 7D | +7.2% | -3.7% | +10.9% | +7.5% |
| 30D | +15.8% | +15.0% | +0.8% | +14.5% |
| 3M | +23.7% | +39.9% | -16.2% | +20.3% |
| 6M | +44.8% | +66.2% | -21.3% | +38.7% |
| YTD | +39.8% | +17.7% | +22.1% | +37.0% |
| 1Y | +52.3% | +13.7% | +38.7% | +49.6% |
| 3Y | +9.3% | +95.9% | -86.6% | +0.9% |
| 5Y | +22.2% | -71.7% | +93.9% | +27.2% |
| All | +33.2% | +111.8% | -78.6% | +0.1% |
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