+92.0%
BKNG vs DOCU
+104.2%
-12.2%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.7% | -3.1% | -4.5% |
| 7D | +8.5% | -5.5% | +14.0% | +9.6% |
| 30D | +3.1% | +12.6% | -9.6% | +0.8% |
| 3M | -22.3% | +36.4% | -58.7% | -26.9% |
| 6M | -4.1% | +66.8% | -70.9% | -13.2% |
| YTD | -24.5% | +13.5% | -37.9% | -27.2% |
| 1Y | -17.3% | +11.3% | -28.6% | -20.2% |
| 3Y | +38.4% | +92.1% | -53.7% | +17.8% |
| 5Y | +57.0% | -71.0% | +128.0% | +61.4% |
| All | +92.0% | +104.2% | -12.2% | +35.1% |
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