+11.5%
DOCU vs BNS
+42.9%
-31.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.3% |
| 7D | -3.4% | -1.1% | -2.3% | -3.4% |
| 30D | +9.3% | +4.7% | +4.5% | +10.6% |
| 3M | +30.2% | +5.5% | +24.7% | +32.3% |
| 6M | +62.1% | +21.7% | +40.5% | +67.1% |
| YTD | +13.5% | +29.5% | -15.9% | +17.5% |
| 1Y | +11.5% | +41.9% | -30.4% | +10.6% |
| All | +11.5% | +42.9% | -31.4% | +10.6% |
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