-31.7%
DOCU vs FGI
-70.3%
+38.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | +0.4% |
| 7D | -3.7% | +3.3% | -7.1% | -3.9% |
| 30D | +15.0% | -2.0% | +17.0% | +14.9% |
| 3M | +39.9% | +60.3% | -20.4% | +34.6% |
| 6M | +66.2% | +0.7% | +65.4% | +61.3% |
| YTD | +17.7% | +30.2% | -12.5% | +12.1% |
| 1Y | +13.7% | +44.4% | -30.7% | +7.1% |
| 3Y | +95.9% | -0.4% | +96.3% | +81.3% |
| All | -31.7% | -70.3% | +38.7% | -30.3% |
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