+95.3%
DOCU vs FDS
+84.9%
+10.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | +0.5% |
| 7D | -5.5% | -0.5% | -5.0% | -5.4% |
| 30D | +12.6% | +20.2% | -7.6% | +0.7% |
| 3M | +36.4% | +19.9% | +16.5% | +21.9% |
| 6M | +66.8% | +56.2% | +10.6% | +26.8% |
| YTD | +13.5% | +14.6% | -1.1% | +2.7% |
| 1Y | +11.3% | +31.6% | -20.3% | -8.3% |
| 3Y | +92.1% | -23.8% | +115.9% | +116.3% |
| 5Y | -71.0% | -22.6% | -48.4% | -67.5% |
| All | +95.3% | +84.9% | +10.5% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling