-10.3%
DOCU vs FGI
+81.8%
-92.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.5% | -3.8% | +3.4% |
| 7D | +6.9% | +0.5% | +6.3% | +6.8% |
| 30D | +19.0% | +65.4% | -46.4% | +15.1% |
| 3M | +34.3% | +23.5% | +10.8% | +30.3% |
| 6M | +48.0% | +60.5% | -12.5% | +42.5% |
| YTD | 0.0% | +30.0% | -30.0% | -3.4% |
| 1Y | -10.3% | +82.1% | -92.3% | -13.9% |
| All | -10.3% | +81.8% | -92.1% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling