+111.0%
BKNG vs DOCU
-78.0%
+189.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -1.7% |
| 7D | -6.0% | +6.9% | -12.9% | -7.4% |
| 30D | -6.6% | +19.0% | -25.6% | -10.4% |
| 3M | +15.7% | +34.3% | -18.6% | +7.9% |
| 6M | +14.1% | +48.0% | -33.9% | +3.9% |
| YTD | -9.3% | 0.0% | -9.3% | -10.8% |
| 1Y | -12.8% | -10.3% | -2.5% | -12.7% |
| 3Y | +58.4% | +32.4% | +26.0% | +40.0% |
| All | +111.0% | -78.0% | +189.0% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling