-21.4%
BKNG vs DOCU
+15.6%
-37.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -4.5% | +1.6% | -6.0% | -4.9% |
| 30D | +2.3% | +10.8% | -8.5% | -0.8% |
| 3M | -23.9% | +38.0% | -61.8% | -31.5% |
| 6M | +0.9% | +77.4% | -76.5% | -17.3% |
| YTD | -24.2% | +17.2% | -41.4% | -33.9% |
| 1Y | -21.4% | +15.6% | -37.0% | -31.6% |
| All | -21.4% | +15.6% | -37.0% | -31.6% |
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