+102.6%
DOCU vs BB
-17.4%
+120.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.0% | -6.8% | -1.6% |
| 7D | -3.7% | -6.8% | +3.1% | -2.2% |
| 30D | +15.0% | -3.5% | +18.5% | +14.9% |
| 3M | +39.9% | -1.2% | +41.1% | +38.3% |
| 6M | +66.2% | +57.0% | +9.2% | +40.3% |
| YTD | +17.7% | +131.1% | -113.4% | -11.2% |
| 1Y | +13.7% | +87.6% | -73.9% | -9.6% |
| 3Y | +95.9% | +134.2% | -38.3% | +36.9% |
| 5Y | -71.7% | -19.9% | -51.7% | -75.1% |
| All | +102.6% | -17.4% | +120.1% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling