-69.7%
DOCU vs FND
-62.4%
-7.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +2.1% |
| 7D | +1.6% | -5.1% | +6.7% | +4.0% |
| 30D | +10.8% | +9.2% | +1.7% | +5.0% |
| 3M | +38.0% | -17.7% | +55.6% | +49.1% |
| 6M | +77.4% | +2.5% | +74.9% | +68.2% |
| YTD | +17.2% | -19.8% | +37.0% | +22.1% |
| 1Y | +15.6% | -22.7% | +38.2% | +22.6% |
| 3Y | +95.6% | -38.3% | +133.9% | +98.4% |
| 5Y | -69.7% | -63.0% | -6.7% | -53.2% |
| All | -69.7% | -62.4% | -7.3% | -53.2% |
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