+95.5%
DOCU vs FND
-6.7%
+102.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.2% |
| 7D | -3.4% | +6.8% | -10.2% | -6.1% |
| 30D | +9.3% | +13.1% | -3.8% | +3.5% |
| 3M | +30.2% | -13.1% | +43.3% | +35.7% |
| 6M | +62.1% | -0.6% | +62.7% | +58.3% |
| YTD | +13.5% | -15.5% | +29.1% | +15.5% |
| 1Y | +11.5% | -13.7% | +25.2% | +12.2% |
| 3Y | +89.5% | -35.0% | +124.5% | +99.3% |
| 5Y | -69.6% | -60.1% | -9.6% | -62.8% |
| All | +95.5% | -6.7% | +102.2% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling