+92.1%
DOCU vs BNS
+141.7%
-49.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -5.5% | -2.2% | -3.3% | -5.1% |
| 30D | +12.6% | +5.1% | +7.5% | +11.5% |
| 3M | +36.4% | +4.7% | +31.7% | +34.6% |
| 6M | +66.8% | +19.0% | +47.8% | +57.5% |
| YTD | +13.5% | +28.2% | -14.7% | +3.7% |
| 1Y | +11.3% | +43.4% | -32.1% | -3.7% |
| 3Y | +92.1% | +143.1% | -51.0% | +32.8% |
| All | +92.1% | +141.7% | -49.7% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling