+98.6%
DOCU vs BR
+108.2%
-9.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -3.7% |
| 7D | -3.2% | +8.9% | -12.1% | -9.2% |
| 30D | +15.7% | +22.2% | -6.5% | -0.3% |
| 3M | +37.3% | +19.4% | +17.9% | +20.2% |
| 6M | +63.1% | +29.1% | +34.0% | +35.3% |
| YTD | +15.4% | -11.5% | +26.9% | +24.7% |
| 1Y | +11.3% | -9.3% | +20.6% | +18.0% |
| 3Y | +92.1% | +15.6% | +76.5% | +66.9% |
| 5Y | -70.5% | +22.1% | -92.6% | -75.5% |
| All | +98.6% | +108.2% | -9.5% | +16.6% |
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