+72.2%
DOCU vs USFD
+197.1%
-124.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | +6.9% | -3.0% | +9.9% | +7.6% |
| 30D | +19.0% | +3.5% | +15.5% | +17.9% |
| 3M | +34.3% | +26.6% | +7.7% | +27.1% |
| 6M | +48.0% | +11.7% | +36.3% | +43.4% |
| YTD | 0.0% | +38.1% | -38.1% | -8.7% |
| 1Y | -10.3% | +33.4% | -43.7% | -17.4% |
| 3Y | +32.4% | +155.8% | -123.4% | +5.4% |
| 5Y | -77.9% | +214.0% | -292.0% | -83.1% |
| All | +72.2% | +197.1% | -124.9% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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