-71.7%
DOCU vs FTV
+12.0%
-83.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -5.5% | +0.2% | -5.8% | -5.9% |
| 30D | +12.6% | +15.7% | -3.0% | -0.2% |
| 3M | +36.4% | +7.5% | +28.9% | +27.8% |
| 6M | +66.8% | +8.5% | +58.3% | +53.3% |
| YTD | +13.5% | +18.8% | -5.3% | -5.4% |
| 1Y | +11.3% | +28.5% | -17.2% | -14.2% |
| 3Y | +92.1% | +34.0% | +58.1% | +30.3% |
| All | -71.7% | +12.0% | -83.7% | -82.3% |
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