+101.7%
DOCU vs FND
-7.4%
+109.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.5% |
| 7D | -0.4% | -4.4% | +4.0% | +1.2% |
| 30D | +12.9% | +14.5% | -1.6% | +6.4% |
| 3M | +35.1% | -15.6% | +50.7% | +42.3% |
| 6M | +76.2% | +4.7% | +71.5% | +68.4% |
| YTD | +17.2% | -16.1% | +33.3% | +19.5% |
| 1Y | +16.4% | -16.0% | +32.4% | +18.4% |
| 3Y | +95.6% | -35.5% | +131.1% | +106.3% |
| 5Y | -68.5% | -60.5% | -8.0% | -61.3% |
| All | +101.7% | -7.4% | +109.2% | +77.3% |
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