+72.2%
DOCU vs FTV
+30.5%
+41.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.2% |
| 7D | +6.9% | -4.5% | +11.4% | +9.5% |
| 30D | +19.0% | -7.1% | +26.1% | +23.8% |
| 3M | +34.3% | -7.2% | +41.5% | +39.2% |
| 6M | +48.0% | -1.5% | +49.5% | +47.7% |
| YTD | 0.0% | +3.5% | -3.5% | -3.5% |
| 1Y | -10.3% | +20.3% | -30.6% | -20.9% |
| 3Y | +32.4% | -3.1% | +35.5% | +30.1% |
| 5Y | -77.9% | +2.3% | -80.3% | -79.4% |
| All | +72.2% | +30.5% | +41.7% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling