-10.3%
DOCU vs FTV
+21.5%
-31.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.0% |
| 7D | +6.9% | -4.6% | +11.5% | +8.3% |
| 30D | +19.0% | -7.2% | +26.2% | +21.6% |
| 3M | +34.3% | -7.3% | +41.6% | +36.5% |
| 6M | +48.0% | -1.6% | +49.6% | +47.8% |
| YTD | 0.0% | +3.3% | -3.3% | -0.4% |
| 1Y | -10.3% | +20.2% | -30.5% | -15.4% |
| All | -10.3% | +21.5% | -31.8% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling