+101.7%
DOCU vs USFR
+26.0%
+75.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +12.9% | +0.4% | +12.6% | +12.8% |
| 3M | +35.1% | +1.1% | +34.0% | +34.6% |
| 6M | +76.2% | +2.1% | +74.1% | +74.9% |
| YTD | +17.2% | +3.4% | +13.7% | +15.8% |
| 1Y | +16.4% | +4.1% | +12.3% | +14.7% |
| 3Y | +95.6% | +14.4% | +81.2% | +90.4% |
| 5Y | -68.5% | +21.4% | -90.0% | -69.7% |
| All | +101.7% | +26.0% | +75.7% | +81.3% |
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