-33.0%
DOCU vs FGI
-70.3%
+37.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | -3.2% | -11.6% | +8.4% | -2.8% |
| 30D | +15.7% | -3.3% | +19.0% | +15.7% |
| 3M | +37.3% | +65.6% | -28.3% | +31.9% |
| 6M | +63.1% | -2.8% | +65.9% | +58.6% |
| YTD | +15.4% | +30.1% | -14.8% | +9.9% |
| 1Y | +11.3% | +50.2% | -38.8% | +4.8% |
| 3Y | +92.1% | -0.4% | +92.5% | +77.7% |
| All | -33.0% | -70.3% | +37.3% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling