-70.5%
DOCU vs FND
-60.2%
-10.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.7% | -0.2% |
| 7D | -3.2% | +2.2% | -5.5% | -4.8% |
| 30D | +15.7% | +9.6% | +6.1% | +9.6% |
| 3M | +37.3% | -17.9% | +55.2% | +48.9% |
| 6M | +63.1% | +6.6% | +56.6% | +51.7% |
| YTD | +15.4% | -15.5% | +30.9% | +17.4% |
| 1Y | +11.3% | -16.2% | +27.5% | +13.4% |
| 3Y | +92.1% | -36.3% | +128.3% | +93.0% |
| 5Y | -70.5% | -61.4% | -9.1% | -53.1% |
| All | -70.5% | -60.2% | -10.3% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling