+17.0%
BND vs DOCU
+107.7%
-90.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.2% |
| 7D | +0.4% | -3.2% | +3.6% | +0.4% |
| 30D | +2.3% | +15.7% | -13.4% | +2.1% |
| 3M | -0.8% | +37.3% | -38.0% | -1.3% |
| 6M | -0.8% | +63.1% | -63.9% | -1.7% |
| YTD | -0.6% | +15.4% | -16.0% | -1.0% |
| 1Y | 0.0% | +11.3% | -11.3% | -0.3% |
| 3Y | +14.3% | +92.1% | -77.8% | +12.5% |
| 5Y | -1.8% | -70.5% | +68.7% | -1.9% |
| All | +17.0% | +107.7% | -90.7% | +15.5% |
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