+30.9%
DOCU vs BAH
-32.2%
+63.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +4.1% |
| 7D | +6.9% | -3.2% | +10.1% | +7.8% |
| 30D | +19.0% | +2.0% | +17.0% | +18.4% |
| 3M | +34.3% | -7.6% | +41.9% | +36.3% |
| 6M | +48.0% | -5.7% | +53.7% | +49.4% |
| YTD | 0.0% | -11.7% | +11.7% | +2.3% |
| 1Y | -10.3% | -27.4% | +17.1% | -5.9% |
| All | +30.9% | -32.2% | +63.1% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling