+98.6%
DOCU vs FFIV
+96.0%
+2.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | +1.1% |
| 7D | -3.2% | -14.2% | +11.0% | +5.0% |
| 30D | +15.7% | -33.6% | +49.3% | +41.7% |
| 3M | +37.3% | -24.2% | +61.5% | +53.5% |
| 6M | +63.1% | -8.3% | +71.4% | +60.4% |
| YTD | +15.4% | +22.1% | -6.7% | -6.6% |
| 1Y | +11.3% | +26.5% | -15.2% | -12.0% |
| 3Y | +92.1% | +102.3% | -10.3% | +5.7% |
| 5Y | -70.5% | +40.6% | -111.1% | -79.6% |
| All | +98.6% | +96.0% | +2.6% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling