+17.0%
BDX vs DOCU
+80.0%
-63.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -1.8% |
| 7D | -2.5% | +6.9% | -9.4% | -3.0% |
| 30D | +8.3% | +19.0% | -10.7% | +6.7% |
| 3M | +24.4% | +34.3% | -9.9% | +21.3% |
| 6M | +9.2% | +48.0% | -38.8% | +5.4% |
| YTD | +22.7% | 0.0% | +22.7% | +21.9% |
| 1Y | +25.9% | -10.3% | +36.1% | +25.8% |
| 3Y | -10.5% | +32.4% | -42.9% | -14.7% |
| 5Y | +1.9% | -77.9% | +79.9% | +8.5% |
| All | +17.0% | +80.0% | -63.0% | -10.9% |
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