-70.5%
DOCU vs BEN
+12.5%
-83.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | +1.3% |
| 7D | -3.2% | -0.4% | -2.8% | -3.2% |
| 30D | +15.7% | -0.7% | +16.4% | +15.7% |
| 3M | +37.3% | -6.8% | +44.1% | +43.1% |
| 6M | +63.1% | +7.9% | +55.2% | +51.0% |
| YTD | +15.4% | +39.6% | -24.2% | -13.1% |
| 1Y | +11.3% | +48.5% | -37.2% | -20.3% |
| 3Y | +92.1% | +55.7% | +36.3% | +21.1% |
| 5Y | -70.5% | +15.1% | -85.6% | -72.7% |
| All | -70.5% | +12.5% | -83.0% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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