-69.7%
DOCU vs BG
+21.6%
-91.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +1.6% | +1.5% | +0.1% | +1.4% |
| 30D | +10.8% | -7.0% | +17.9% | +11.6% |
| 3M | +38.0% | -10.0% | +47.9% | +39.2% |
| 6M | +77.4% | -19.8% | +97.2% | +81.1% |
| YTD | +17.2% | +14.3% | +2.9% | +13.0% |
| 1Y | +15.6% | +6.5% | +9.1% | +12.8% |
| 3Y | +95.6% | +4.4% | +91.2% | +89.6% |
| 5Y | -69.7% | +20.2% | -89.9% | -73.6% |
| All | -69.7% | +21.6% | -91.4% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling