+98.6%
DOCU vs BAH
+159.3%
-60.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.1% | -2.4% |
| 7D | -3.2% | +6.0% | -9.3% | -5.3% |
| 30D | +15.7% | +31.1% | -15.4% | +4.8% |
| 3M | +37.3% | +25.2% | +12.1% | +26.5% |
| 6M | +63.1% | +18.9% | +44.2% | +52.4% |
| YTD | +15.4% | +8.3% | +7.1% | +10.7% |
| 1Y | +11.3% | +6.2% | +5.1% | +7.2% |
| 3Y | +92.1% | -22.8% | +114.8% | +93.9% |
| 5Y | -70.5% | +13.6% | -84.1% | -75.7% |
| All | +98.6% | +159.3% | -60.7% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling