+95.7%
DOCU vs USFR
+26.0%
+69.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.8% | +0.1% | -4.8% | -4.8% |
| 30D | +9.4% | +0.4% | +9.0% | +9.3% |
| 3M | +29.0% | +1.1% | +28.0% | +28.6% |
| 6M | +62.3% | +2.0% | +60.3% | +61.2% |
| YTD | +13.7% | +3.4% | +10.3% | +12.3% |
| 1Y | +11.5% | +4.1% | +7.5% | +9.8% |
| 3Y | +94.2% | +14.3% | +79.8% | +89.0% |
| 5Y | -71.7% | +21.3% | -93.0% | -72.8% |
| All | +95.7% | +26.0% | +69.7% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling