-70.5%
DOCU vs FFIV
+39.3%
-109.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | +1.5% |
| 7D | -3.2% | -14.2% | +11.0% | +6.3% |
| 30D | +15.7% | -33.6% | +49.3% | +45.8% |
| 3M | +37.3% | -24.2% | +61.5% | +54.9% |
| 6M | +63.1% | -8.3% | +71.4% | +56.5% |
| YTD | +15.4% | +22.1% | -6.7% | -13.8% |
| 1Y | +11.3% | +26.5% | -15.2% | -19.5% |
| 3Y | +92.1% | +102.3% | -10.3% | -23.4% |
| 5Y | -70.5% | +40.6% | -111.1% | -84.0% |
| All | -70.5% | +39.3% | -109.8% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling