+211.0%
BN vs DOCU
+80.0%
+131.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.9% |
| 7D | -2.5% | +6.9% | -9.4% | -3.7% |
| 30D | -9.5% | +19.0% | -28.5% | -12.5% |
| 3M | -10.4% | +34.3% | -44.7% | -15.6% |
| 6M | -6.4% | +48.0% | -54.4% | -13.8% |
| YTD | -11.9% | 0.0% | -11.9% | -13.2% |
| 1Y | -8.6% | -10.3% | +1.7% | -8.5% |
| 3Y | +77.6% | +32.4% | +45.2% | +61.7% |
| 5Y | +37.0% | -77.9% | +115.0% | +45.1% |
| All | +211.0% | +80.0% | +131.0% | +142.6% |
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 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