+98.6%
DOCU vs FND
-6.7%
+105.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.7% | -0.6% |
| 7D | -3.2% | +2.2% | -5.5% | -4.4% |
| 30D | +15.7% | +9.6% | +6.1% | +10.9% |
| 3M | +37.3% | -17.9% | +55.2% | +46.2% |
| 6M | +63.1% | +6.6% | +56.6% | +54.8% |
| 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% | +103.9% |
| 5Y | -70.5% | -61.4% | -9.1% | -63.5% |
| All | +98.6% | -6.7% | +105.3% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling