-70.5%
DOCU vs FDS
-19.3%
-51.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.6% |
| 7D | -3.2% | +6.4% | -9.6% | -7.4% |
| 30D | +15.7% | +25.2% | -9.5% | -1.2% |
| 3M | +37.3% | +22.9% | +14.4% | +18.2% |
| 6M | +63.1% | +56.5% | +6.6% | +17.7% |
| YTD | +15.4% | +19.0% | -3.6% | +0.7% |
| 1Y | +11.3% | +32.7% | -21.4% | -12.1% |
| 3Y | +92.1% | -20.4% | +112.5% | +121.4% |
| 5Y | -70.5% | -19.6% | -50.9% | -68.1% |
| All | -70.5% | -19.3% | -51.2% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling