+16.7%
BND vs DOCU
+111.8%
-95.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +0.4% | -3.7% | +4.1% | +0.5% |
| 30D | +2.3% | +15.0% | -12.6% | +2.1% |
| 3M | -1.0% | +39.9% | -40.9% | -1.5% |
| 6M | -0.9% | +66.2% | -67.0% | -1.7% |
| YTD | -0.9% | +17.7% | -18.5% | -1.3% |
| 1Y | -0.5% | +13.7% | -14.2% | -0.9% |
| 3Y | +14.1% | +95.9% | -81.8% | +12.3% |
| 5Y | -1.7% | -71.7% | +70.0% | -1.8% |
| All | +16.7% | +111.8% | -95.1% | +15.3% |
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