+103.3%
DOCU vs FTV
+55.7%
+47.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +4.1% | +3.9% | +0.2% | +1.9% |
| 30D | +7.4% | +18.7% | -11.3% | -2.3% |
| 3M | +26.0% | +10.0% | +16.0% | +19.1% |
| 6M | +79.2% | +14.6% | +64.6% | +64.7% |
| YTD | +18.1% | +23.4% | -5.4% | +3.2% |
| 1Y | +20.5% | +31.3% | -10.8% | +1.5% |
| 3Y | +96.4% | +39.8% | +56.6% | +57.4% |
| 5Y | -69.5% | +17.7% | -87.2% | -73.9% |
| All | +103.3% | +55.7% | +47.6% | +63.8% |
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