+72.2%
DOCU vs BNS
+134.3%
-62.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.2% |
| 7D | +6.9% | +1.5% | +5.3% | +6.2% |
| 30D | +19.0% | +6.0% | +13.0% | +15.8% |
| 3M | +34.3% | +16.3% | +18.0% | +25.3% |
| 6M | +48.0% | +28.8% | +19.2% | +31.5% |
| YTD | 0.0% | +30.0% | -30.0% | -11.7% |
| 1Y | -10.3% | +50.7% | -61.0% | -25.9% |
| 3Y | +32.4% | +125.4% | -93.0% | -9.7% |
| 5Y | -77.9% | +94.2% | -172.2% | -83.7% |
| All | +72.2% | +134.3% | -62.1% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling