-10.3%
DOCU vs BNS
+50.5%
-60.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.5% |
| 7D | +6.9% | +1.5% | +5.3% | +7.2% |
| 30D | +19.0% | +6.0% | +13.0% | +20.3% |
| 3M | +34.3% | +16.3% | +18.0% | +36.1% |
| 6M | +48.0% | +27.3% | +20.7% | +48.6% |
| YTD | 0.0% | +28.5% | -28.5% | +0.8% |
| 1Y | -10.3% | +49.0% | -59.3% | -19.5% |
| All | -10.3% | +50.5% | -60.7% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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