+72.2%
DOCU vs FIVN
+17.6%
+54.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +5.0% |
| 7D | +6.9% | -2.3% | +9.2% | +8.1% |
| 30D | +19.0% | +12.4% | +6.6% | +11.1% |
| 3M | +34.3% | +36.0% | -1.7% | +12.7% |
| 6M | +48.0% | +86.0% | -38.0% | +2.3% |
| YTD | 0.0% | +65.9% | -65.9% | -27.2% |
| 1Y | -10.3% | +26.5% | -36.8% | -25.1% |
| 3Y | +32.4% | -54.2% | +86.6% | +72.4% |
| 5Y | -77.9% | -80.5% | +2.5% | -55.5% |
| All | +72.2% | +17.6% | +54.5% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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