+11.5%
DOCU vs BR
-10.5%
+22.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | -3.4% | +5.0% | -8.4% | -7.1% |
| 30D | +9.3% | +16.6% | -7.4% | -3.5% |
| 3M | +30.2% | +12.0% | +18.2% | +18.5% |
| 6M | +62.1% | +30.7% | +31.4% | +30.3% |
| YTD | +13.5% | -11.9% | +25.5% | +11.8% |
| 1Y | +11.5% | -11.6% | +23.1% | +10.7% |
| All | +11.5% | -10.5% | +22.0% | +10.7% |
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