-71.7%
DOCU vs BEN
+19.4%
-91.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -4.8% |
| 7D | -5.5% | +6.6% | -12.2% | -9.9% |
| 30D | +12.6% | +3.8% | +8.8% | +9.1% |
| 3M | +36.4% | +0.2% | +36.2% | +35.1% |
| 6M | +66.8% | +10.4% | +56.3% | +52.0% |
| YTD | +13.5% | +46.2% | -32.7% | -17.3% |
| 1Y | +11.3% | +52.3% | -40.9% | -21.5% |
| 3Y | +92.1% | +65.9% | +26.1% | +15.0% |
| All | -71.7% | +19.4% | -91.1% | -75.4% |
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