+102.6%
DOCU vs FDS
+92.9%
+9.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -1.5% |
| 7D | -3.7% | +9.4% | -13.1% | -8.9% |
| 30D | +15.0% | +23.8% | -8.8% | +1.1% |
| 3M | +39.9% | +25.1% | +14.8% | +21.9% |
| 6M | +66.2% | +53.8% | +12.4% | +27.4% |
| YTD | +17.7% | +19.6% | -1.9% | +3.9% |
| 1Y | +13.7% | +31.6% | -18.0% | -6.3% |
| 3Y | +95.9% | -20.0% | +115.9% | +114.3% |
| 5Y | -71.7% | -18.6% | -53.1% | -69.1% |
| All | +102.6% | +92.9% | +9.7% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling