+95.3%
DOCU vs FFIV
+95.4%
-0.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -5.5% | -8.1% | +2.6% | -1.1% |
| 30D | +12.6% | -33.4% | +46.0% | +37.6% |
| 3M | +36.4% | -24.7% | +61.1% | +53.2% |
| 6M | +66.8% | -8.8% | +75.6% | +64.6% |
| YTD | +13.5% | +21.8% | -8.3% | -8.0% |
| 1Y | +11.3% | +25.3% | -14.0% | -11.5% |
| 3Y | +92.1% | +101.2% | -9.1% | +6.1% |
| 5Y | -71.0% | +40.2% | -111.2% | -79.9% |
| All | +95.3% | +95.4% | -0.1% | +35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling