+102.6%
DOCU vs USFD
+213.9%
-111.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.5% | -8.3% | -1.7% |
| 7D | -3.7% | +7.8% | -11.6% | -5.4% |
| 30D | +15.0% | +16.2% | -1.2% | +11.1% |
| 3M | +39.9% | +11.0% | +28.9% | +36.2% |
| 6M | +66.2% | +20.7% | +45.4% | +58.3% |
| YTD | +17.7% | +46.0% | -28.3% | +5.9% |
| 1Y | +13.7% | +49.8% | -36.1% | +1.6% |
| 3Y | +95.9% | +167.3% | -71.4% | +54.2% |
| 5Y | -71.7% | +197.2% | -268.9% | -78.4% |
| All | +102.6% | +213.9% | -111.3% | +78.3% |
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