+72.2%
DOCU vs BG
+112.8%
-40.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.8% |
| 7D | +6.9% | +2.8% | +4.1% | +6.5% |
| 30D | +19.0% | +12.0% | +7.0% | +17.2% |
| 3M | +34.3% | -7.7% | +42.0% | +35.4% |
| 6M | +48.0% | +4.5% | +43.5% | +46.5% |
| YTD | 0.0% | +35.7% | -35.7% | -5.1% |
| 1Y | -10.3% | +50.1% | -60.3% | -16.5% |
| 3Y | +32.4% | +12.6% | +19.8% | +28.0% |
| 5Y | -77.9% | +75.4% | -153.4% | -80.3% |
| All | +72.2% | +112.8% | -40.6% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling