+72.2%
DOCU vs FIVE
+243.4%
-171.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.4% | +2.1% |
| 7D | +6.9% | +4.3% | +2.6% | +5.5% |
| 30D | +19.0% | +12.5% | +6.5% | +14.4% |
| 3M | +34.3% | +31.2% | +3.1% | +22.5% |
| 6M | +48.0% | +14.4% | +33.6% | +39.5% |
| YTD | 0.0% | +33.9% | -33.9% | -10.6% |
| 1Y | -10.3% | +65.1% | -75.3% | -25.6% |
| 3Y | +32.4% | +49.0% | -16.6% | +4.8% |
| 5Y | -77.9% | +30.3% | -108.2% | -82.0% |
| All | +72.2% | +243.4% | -171.2% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling