-10.3%
DOCU vs FFIV
+25.9%
-36.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | +6.9% | -1.0% | +7.8% | +7.2% |
| 30D | +19.0% | -5.1% | +24.1% | +20.6% |
| 3M | +34.3% | -4.5% | +38.7% | +35.2% |
| 6M | +48.0% | +36.5% | +11.5% | +31.1% |
| YTD | 0.0% | +53.0% | -53.0% | -13.9% |
| 1Y | -10.3% | +24.2% | -34.5% | -19.8% |
| All | -10.3% | +25.9% | -36.2% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling