-70.5%
DOCU vs FTV
+12.7%
-83.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | +1.4% |
| 7D | -3.2% | -0.6% | -2.6% | -2.9% |
| 30D | +15.7% | +13.0% | +2.7% | +4.4% |
| 3M | +37.3% | +6.8% | +30.5% | +29.4% |
| 6M | +63.1% | +8.0% | +55.1% | +50.5% |
| YTD | +15.4% | +18.9% | -3.5% | -3.9% |
| 1Y | +11.3% | +30.8% | -19.5% | -15.6% |
| 3Y | +92.1% | +33.4% | +58.7% | +31.1% |
| 5Y | -70.5% | +12.7% | -83.2% | -81.8% |
| All | -70.5% | +12.7% | -83.2% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling