+0.4%
BX vs DOCU
-71.0%
+71.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | +1.8% | -5.5% | +7.3% | +3.6% |
| 30D | +7.9% | +12.6% | -4.8% | +3.9% |
| 3M | -9.6% | +36.4% | -46.0% | -18.6% |
| 6M | -2.3% | +66.8% | -69.1% | -18.4% |
| YTD | -19.3% | +13.5% | -32.7% | -24.6% |
| 1Y | -13.2% | +11.3% | -24.5% | -18.7% |
| 3Y | +33.8% | +92.1% | -58.3% | -3.1% |
| All | +0.4% | -71.0% | +71.4% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling