+233.2%
BN vs DOCU
+111.8%
+121.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.0% |
| 7D | +12.0% | -3.7% | +15.7% | +12.7% |
| 30D | +17.0% | +15.0% | +2.1% | +14.0% |
| 3M | -3.2% | +39.9% | -43.1% | -9.4% |
| 6M | -3.9% | +66.2% | -70.0% | -13.3% |
| YTD | -5.6% | +17.7% | -23.3% | -9.9% |
| 1Y | -4.7% | +13.7% | -18.4% | -8.6% |
| 3Y | +98.4% | +95.9% | +2.5% | +68.5% |
| 5Y | +37.8% | -71.7% | +109.5% | +40.2% |
| All | +233.2% | +111.8% | +121.3% | +151.7% |
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