-70.5%
DOCU vs BB
-23.9%
-46.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -0.4% |
| 7D | -3.2% | -8.9% | +5.7% | -0.3% |
| 30D | +15.7% | -12.6% | +28.3% | +19.8% |
| 3M | +37.3% | -4.1% | +41.4% | +36.1% |
| 6M | +63.1% | +49.5% | +13.7% | +26.5% |
| YTD | +15.4% | +120.8% | -105.5% | -25.5% |
| 1Y | +11.3% | +76.2% | -64.9% | -21.3% |
| 3Y | +92.1% | +123.8% | -31.7% | +5.4% |
| 5Y | -70.5% | -24.3% | -46.2% | -53.8% |
| All | -70.5% | -23.9% | -46.6% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling