-68.5%
DOCU vs BR
+18.1%
-86.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -0.4% | +1.9% | -2.3% | -2.2% |
| 30D | +12.9% | +15.9% | -3.0% | -1.6% |
| 3M | +35.1% | +13.7% | +21.4% | +19.6% |
| 6M | +76.2% | +31.0% | +45.2% | +36.8% |
| YTD | +17.2% | -12.0% | +29.2% | +30.5% |
| 1Y | +16.4% | -11.5% | +27.9% | +28.7% |
| 3Y | +95.6% | +14.9% | +80.6% | +52.9% |
| 5Y | -68.5% | +20.1% | -88.6% | -78.8% |
| All | -68.5% | +18.1% | -86.6% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling