+95.3%
DOCU vs FIVN
-0.6%
+95.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -17.6% | +16.0% | +7.3% |
| 7D | -5.5% | -22.6% | +17.1% | +6.3% |
| 30D | +12.6% | -16.8% | +29.4% | +21.2% |
| 3M | +36.4% | -0.9% | +37.3% | +31.4% |
| 6M | +66.8% | +28.4% | +38.4% | +39.4% |
| YTD | +13.5% | +40.2% | -26.8% | -12.9% |
| 1Y | +11.3% | +30.5% | -19.2% | -11.8% |
| 3Y | +92.1% | -56.2% | +148.3% | +147.6% |
| 5Y | -71.0% | -81.0% | +10.0% | -42.1% |
| All | +95.3% | -0.6% | +95.9% | +151.5% |
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