-71.7%
DOCU vs FLR
+93.7%
-165.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.0% | -2.5% |
| 7D | -5.5% | -0.8% | -4.7% | -5.4% |
| 30D | +12.6% | -9.1% | +21.8% | +15.0% |
| 3M | +36.4% | -4.7% | +41.1% | +36.6% |
| 6M | +66.8% | -14.2% | +81.0% | +69.1% |
| YTD | +13.5% | +17.3% | -3.8% | +2.7% |
| 1Y | +11.3% | +4.3% | +7.0% | +4.7% |
| 3Y | +92.1% | +30.7% | +61.3% | +48.6% |
| All | -71.7% | +93.7% | -165.3% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 5y: compounded portfolio wealth divided by compounded FLR 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…
5y analysis · Full analysis span regression · 6 months rolling