+98.6%
DOCU vs BG
+76.6%
+22.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.5% | -2.2% |
| 7D | -3.2% | +2.6% | -5.8% | -3.5% |
| 30D | +15.7% | -8.2% | +23.9% | +16.9% |
| 3M | +37.3% | -7.0% | +44.3% | +38.2% |
| 6M | +63.1% | -23.5% | +86.6% | +68.1% |
| YTD | +15.4% | +12.6% | +2.8% | +11.9% |
| 1Y | +11.3% | +5.8% | +5.6% | +9.0% |
| 3Y | +92.1% | +1.4% | +90.7% | +87.2% |
| 5Y | -70.5% | +21.3% | -91.8% | -72.4% |
| All | +98.6% | +76.6% | +22.0% | +71.4% |
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