+130.4%
BKNG vs DOCU
+80.0%
+50.4%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -1.6% |
| 7D | -6.0% | +6.9% | -12.9% | -7.2% |
| 30D | -6.6% | +19.0% | -25.6% | -9.8% |
| 3M | +15.7% | +34.3% | -18.6% | +9.2% |
| 6M | +14.1% | +48.0% | -33.9% | +5.6% |
| YTD | -9.3% | 0.0% | -9.3% | -10.5% |
| 1Y | -12.8% | -10.3% | -2.5% | -12.6% |
| 3Y | +58.4% | +32.4% | +26.0% | +44.0% |
| 5Y | +114.1% | -77.9% | +192.1% | +129.2% |
| All | +130.4% | +80.0% | +50.4% | +66.2% |
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