+101.7%
DOCU vs FTV
+55.6%
+46.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | -0.4% | -0.7% | +0.2% | -0.1% |
| 30D | +12.9% | +18.3% | -5.4% | +2.9% |
| 3M | +35.1% | +10.2% | +24.9% | +27.6% |
| 6M | +76.2% | +12.8% | +63.4% | +63.3% |
| YTD | +17.2% | +23.4% | -6.2% | +2.4% |
| 1Y | +16.4% | +31.4% | -15.0% | -2.0% |
| 3Y | +95.6% | +38.7% | +56.9% | +57.4% |
| 5Y | -68.5% | +18.6% | -87.1% | -73.2% |
| All | +101.7% | +55.6% | +46.1% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling