-13.6%
BKNG vs DOCU
+11.6%
-25.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.2% | +9.7% | +9.8% |
| 7D | +15.6% | -3.7% | +19.3% | +16.8% |
| 30D | +8.0% | +15.0% | -7.0% | +3.5% |
| 3M | -11.8% | +39.9% | -51.7% | -21.0% |
| 6M | +3.8% | +66.2% | -62.4% | -13.0% |
| YTD | -19.6% | +17.7% | -37.3% | -29.8% |
| 1Y | -13.6% | +13.7% | -27.3% | -24.6% |
| All | -13.6% | +11.6% | -25.2% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling