-69.6%
DOCU vs BAH
+10.2%
-79.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -3.4% | +0.5% | -3.8% | -3.5% |
| 30D | +9.3% | +18.2% | -9.0% | +3.7% |
| 3M | +30.2% | +13.1% | +17.1% | +25.2% |
| 6M | +62.1% | +15.2% | +46.9% | +54.4% |
| YTD | +13.5% | +6.0% | +7.5% | +10.2% |
| 1Y | +11.5% | +3.1% | +8.4% | +8.7% |
| 3Y | +89.5% | -26.2% | +115.7% | +90.0% |
| 5Y | -69.6% | +9.3% | -78.9% | -76.3% |
| All | -69.6% | +10.2% | -79.8% | -76.3% |
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