+11.3%
DOCU vs FIVE
+55.9%
-44.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -5.5% | -0.3% | -5.3% | -5.5% |
| 30D | +12.6% | +17.7% | -5.0% | +9.3% |
| 3M | +36.4% | +4.0% | +32.4% | +34.6% |
| 6M | +66.8% | +2.6% | +64.2% | +63.7% |
| YTD | +13.5% | +27.6% | -14.1% | +4.9% |
| 1Y | +11.3% | +59.9% | -48.6% | -5.1% |
| All | +11.3% | +55.9% | -44.6% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling