+11.5%
DOCU vs BG
+6.5%
+5.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.4% |
| 7D | -3.4% | +5.0% | -8.3% | -2.7% |
| 30D | +9.3% | -3.2% | +12.5% | +8.7% |
| 3M | +30.2% | -11.2% | +41.4% | +27.7% |
| 6M | +62.1% | -19.4% | +81.6% | +56.9% |
| YTD | +13.5% | +13.6% | -0.1% | +18.2% |
| 1Y | +11.5% | +7.3% | +4.2% | +18.9% |
| All | +11.5% | +6.5% | +5.0% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling