+102.6%
DOCU vs FIVE
+243.1%
-140.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.7% | -6.5% | -1.9% |
| 7D | -3.7% | +7.5% | -11.2% | -6.0% |
| 30D | +15.0% | +16.7% | -1.8% | +9.3% |
| 3M | +39.9% | +13.4% | +26.5% | +33.6% |
| 6M | +66.2% | +9.0% | +57.1% | +59.3% |
| YTD | +17.7% | +33.8% | -16.1% | +4.7% |
| 1Y | +13.7% | +61.2% | -47.5% | -4.9% |
| 3Y | +95.9% | +42.1% | +53.8% | +57.7% |
| 5Y | -71.7% | +21.4% | -93.1% | -76.6% |
| All | +102.6% | +243.1% | -140.5% | +25.4% |
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