+20.5%
DOCU vs BG
+8.3%
+12.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +1.0% |
| 7D | +4.1% | +2.6% | +1.5% | +4.4% |
| 30D | +7.4% | -6.7% | +14.0% | +6.1% |
| 3M | +26.0% | -9.3% | +35.3% | +24.1% |
| 6M | +79.2% | -18.3% | +97.5% | +73.5% |
| YTD | +18.1% | +16.2% | +1.9% | +22.4% |
| 1Y | +20.5% | +7.6% | +12.9% | +30.8% |
| All | +20.5% | +8.3% | +12.2% | +30.8% |
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