+98.6%
DOCU vs FIVE
+228.5%
-129.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -0.6% |
| 7D | -3.2% | -1.7% | -1.5% | -2.8% |
| 30D | +15.7% | +14.9% | +0.8% | +10.5% |
| 3M | +37.3% | +7.6% | +29.6% | +33.2% |
| 6M | +63.1% | +6.4% | +56.7% | +57.6% |
| YTD | +15.4% | +28.1% | -12.7% | +4.1% |
| 1Y | +11.3% | +54.7% | -43.4% | -5.7% |
| 3Y | +92.1% | +36.1% | +56.0% | +56.7% |
| 5Y | -70.5% | +14.9% | -85.4% | -75.2% |
| All | +98.6% | +228.5% | -129.8% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling