+98.6%
DOCU vs FCUV
-99.6%
+198.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.4% | +6.5% | -1.9% |
| 7D | -3.2% | -14.0% | +10.7% | -3.1% |
| 30D | +15.7% | -31.2% | +46.9% | +16.1% |
| 3M | +37.3% | -71.3% | +108.6% | +38.0% |
| 6M | +63.1% | -36.9% | +100.0% | +57.1% |
| YTD | +15.4% | -91.0% | +106.3% | +14.0% |
| 1Y | +11.3% | -98.2% | +109.5% | +13.2% |
| 3Y | +92.1% | -99.6% | +191.6% | +92.9% |
| 5Y | -70.5% | -99.9% | +29.4% | -69.9% |
| All | +98.6% | -99.6% | +198.2% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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