+30.9%
DOCU vs FFIV
+136.9%
-106.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | +6.9% | -1.0% | +7.8% | +7.4% |
| 30D | +19.0% | -5.1% | +24.1% | +21.3% |
| 3M | +34.3% | -4.5% | +38.7% | +35.8% |
| 6M | +48.0% | +36.5% | +11.5% | +25.5% |
| YTD | 0.0% | +53.0% | -53.0% | -20.0% |
| 1Y | -10.3% | +24.2% | -34.5% | -21.3% |
| All | +30.9% | +136.9% | -106.0% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling