+30.9%
DOCU vs FTV
-3.2%
+34.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.2% |
| 7D | +6.9% | -4.5% | +11.4% | +9.3% |
| 30D | +19.0% | -7.1% | +26.1% | +23.3% |
| 3M | +34.3% | -7.2% | +41.5% | +38.6% |
| 6M | +48.0% | -1.5% | +49.5% | +47.6% |
| YTD | 0.0% | +3.5% | -3.5% | -3.2% |
| 1Y | -10.3% | +20.3% | -30.6% | -21.0% |
| All | +30.9% | -3.2% | +34.0% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling