+95.3%
DOCU vs FFIV
+102.8%
-7.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -0.1% |
| 7D | -3.2% | -14.2% | +11.0% | +1.7% |
| 30D | +15.7% | -33.6% | +49.3% | +31.2% |
| 3M | +37.3% | -24.2% | +61.5% | +46.2% |
| 6M | +63.1% | -8.3% | +71.4% | +57.7% |
| YTD | +15.4% | +22.1% | -6.7% | -3.5% |
| 1Y | +11.3% | +26.5% | -15.2% | -8.6% |
| All | +95.3% | +102.8% | -7.5% | +21.2% |
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