-10.3%
DOCU vs BR
-29.1%
+18.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.4% | +7.1% | +6.3% |
| 7D | +6.9% | -5.3% | +12.2% | +11.3% |
| 30D | +19.0% | +6.4% | +12.5% | +13.0% |
| 3M | +34.3% | +13.6% | +20.7% | +20.7% |
| 6M | +48.0% | -6.7% | +54.7% | +47.7% |
| YTD | 0.0% | -21.1% | +21.1% | +8.4% |
| 1Y | -10.3% | -29.6% | +19.3% | +2.3% |
| All | -10.3% | -29.1% | +18.8% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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