+30.9%
BKNG vs DOCU
+98.0%
-67.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -0.7% | +4.1% | -4.7% | -1.5% |
| 30D | -0.7% | +7.4% | -8.0% | -2.2% |
| 3M | -25.0% | +26.0% | -51.0% | -28.9% |
| 6M | +3.4% | +79.2% | -75.7% | -9.4% |
| YTD | -25.0% | +18.1% | -43.0% | -29.6% |
| 1Y | -20.7% | +20.5% | -41.2% | -26.1% |
| 3Y | +30.9% | +96.4% | -65.5% | +9.9% |
| All | +30.9% | +98.0% | -67.1% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling