+98.6%
DOCU vs FIVN
+20.7%
+77.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.1% | +4.1% | +1.2% |
| 7D | -3.2% | -8.7% | +5.5% | +1.3% |
| 30D | +15.7% | +2.6% | +13.1% | +13.3% |
| 3M | +37.3% | +15.3% | +21.9% | +23.9% |
| 6M | +63.1% | +40.7% | +22.4% | +31.5% |
| YTD | +15.4% | +70.3% | -54.9% | -18.8% |
| 1Y | +11.3% | +50.0% | -38.7% | -16.8% |
| 3Y | +92.1% | -46.1% | +138.1% | +125.0% |
| 5Y | -70.5% | -76.9% | +6.4% | -46.0% |
| All | +98.6% | +20.7% | +77.9% | +134.5% |
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