+30.9%
DOCU vs BB
+38.2%
-7.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +6.9% | -5.6% | +12.5% | +8.0% |
| 30D | +19.0% | -11.8% | +30.8% | +21.6% |
| 3M | +34.3% | -25.5% | +59.8% | +39.7% |
| 6M | +48.0% | +121.3% | -73.3% | +20.7% |
| YTD | 0.0% | +103.2% | -103.2% | -16.9% |
| 1Y | -10.3% | +102.6% | -112.9% | -25.7% |
| All | +30.9% | +38.2% | -7.4% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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