+72.2%
DOCU vs BR
+85.6%
-13.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.4% | +7.1% | +6.2% |
| 7D | +6.9% | -5.3% | +12.2% | +11.0% |
| 30D | +19.0% | +6.4% | +12.5% | +13.5% |
| 3M | +34.3% | +13.6% | +20.7% | +22.3% |
| 6M | +48.0% | -6.7% | +54.7% | +54.9% |
| YTD | 0.0% | -21.1% | +21.1% | +17.8% |
| 1Y | -10.3% | -29.6% | +19.3% | +14.4% |
| 3Y | +32.4% | -2.4% | +34.8% | +30.4% |
| 5Y | -77.9% | +11.2% | -89.2% | -80.3% |
| All | +72.2% | +85.6% | -13.4% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling