+72.2%
DOCU vs FFIV
+145.5%
-73.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +4.0% |
| 7D | +6.9% | -1.0% | +7.8% | +7.5% |
| 30D | +19.0% | -5.1% | +24.1% | +22.1% |
| 3M | +34.3% | -4.5% | +38.7% | +36.4% |
| 6M | +48.0% | +36.5% | +11.5% | +19.2% |
| YTD | 0.0% | +53.0% | -53.0% | -25.7% |
| 1Y | -10.3% | +24.2% | -34.5% | -24.8% |
| 3Y | +32.4% | +137.2% | -104.8% | -30.1% |
| 5Y | -77.9% | +91.8% | -169.7% | -86.5% |
| All | +72.2% | +145.5% | -73.3% | +9.6% |
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