-69.4%
DOCU vs FRSH
-66.7%
-2.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.1% | +4.6% | -0.6% | +1.2% |
| 30D | +7.4% | -7.5% | +14.8% | +11.9% |
| 3M | +26.0% | -0.1% | +26.1% | +25.2% |
| 6M | +79.2% | +54.5% | +24.7% | +38.7% |
| YTD | +18.1% | +3.4% | +14.6% | +13.7% |
| 1Y | +20.5% | +6.4% | +14.1% | +14.0% |
| 3Y | +96.4% | -26.3% | +122.7% | +110.5% |
| All | -69.4% | -66.7% | -2.7% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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