+11.5%
DOCU vs FBTC
+65.3%
-53.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +4.2% |
| 7D | +6.9% | +2.9% | +4.0% | +6.3% |
| 30D | +19.0% | +23.0% | -4.0% | +14.3% |
| 3M | +34.3% | +25.6% | +8.7% | +28.2% |
| 6M | +48.0% | +9.0% | +39.0% | +44.4% |
| YTD | 0.0% | -8.9% | +9.0% | +0.5% |
| 1Y | -10.3% | -27.5% | +17.3% | -5.6% |
| All | +11.5% | +65.3% | -53.8% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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