+98.6%
DOCU vs FLR
-20.2%
+118.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.6% | -1.4% |
| 7D | -3.2% | -5.4% | +2.2% | -2.6% |
| 30D | +15.7% | -13.5% | +29.2% | +17.4% |
| 3M | +37.3% | -10.8% | +48.1% | +38.5% |
| 6M | +63.1% | -15.1% | +78.2% | +64.4% |
| YTD | +15.4% | +13.5% | +1.9% | +11.7% |
| 1Y | +11.3% | -5.1% | +16.4% | +10.2% |
| 3Y | +92.1% | +22.7% | +69.4% | +81.1% |
| 5Y | -70.5% | +94.8% | -165.3% | -73.3% |
| All | +98.6% | -20.2% | +118.8% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling