-76.5%
DOCU vs FND
-60.2%
-16.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.8% |
| 7D | +6.9% | -5.2% | +12.1% | +9.6% |
| 30D | +19.0% | -19.9% | +38.9% | +32.4% |
| 3M | +34.3% | +2.7% | +31.6% | +29.9% |
| 6M | +48.0% | -21.7% | +69.7% | +61.9% |
| YTD | 0.0% | -17.5% | +17.5% | +4.4% |
| 1Y | -10.3% | -39.3% | +29.0% | +10.4% |
| 3Y | +32.4% | -49.8% | +82.2% | +60.0% |
| All | -76.5% | -60.2% | -16.3% | -66.6% |
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