+95.3%
DOCU vs FCUV
-99.6%
+194.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.6% |
| 7D | -5.5% | -13.0% | +7.4% | -5.4% |
| 30D | +12.6% | -36.9% | +49.5% | +13.1% |
| 3M | +36.4% | -65.3% | +101.7% | +36.9% |
| 6M | +66.8% | -32.9% | +99.7% | +60.3% |
| YTD | +13.5% | -91.2% | +104.7% | +12.2% |
| 1Y | +11.3% | -98.2% | +109.5% | +13.2% |
| 3Y | +92.1% | -99.6% | +191.6% | +93.0% |
| 5Y | -71.0% | -99.9% | +28.9% | -70.4% |
| All | +95.3% | -99.6% | +194.9% | +157.6% |
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