+11.3%
DOCU vs BAH
+2.0%
+9.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.8% | +0.4% |
| 7D | -5.5% | -3.5% | -2.0% | -4.0% |
| 30D | +12.6% | +24.3% | -11.6% | +1.3% |
| 3M | +36.4% | +16.3% | +20.1% | +26.6% |
| 6M | +66.8% | +13.6% | +53.2% | +55.5% |
| YTD | +13.5% | +3.5% | +10.0% | +9.7% |
| 1Y | +11.3% | +2.7% | +8.6% | +6.5% |
| All | +11.3% | +2.0% | +9.3% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling