-76.5%
DOCU vs BAH
-3.4%
-73.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +4.1% |
| 7D | +6.9% | -3.2% | +10.1% | +7.9% |
| 30D | +19.0% | +2.0% | +17.0% | +18.3% |
| 3M | +34.3% | -7.6% | +41.9% | +36.7% |
| 6M | +48.0% | -5.7% | +53.7% | +49.7% |
| YTD | 0.0% | -11.7% | +11.7% | +2.7% |
| 1Y | -10.3% | -27.4% | +17.1% | -4.3% |
| 3Y | +32.4% | -32.5% | +64.9% | +35.9% |
| All | -76.5% | -3.4% | -73.1% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling