+72.2%
DOCU vs USFR
+25.0%
+47.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +6.9% | +0.1% | +6.8% | +6.9% |
| 30D | +19.0% | +0.3% | +18.7% | +18.9% |
| 3M | +34.3% | +1.0% | +33.3% | +33.7% |
| 6M | +48.0% | +1.9% | +46.1% | +47.0% |
| YTD | 0.0% | +2.6% | -2.6% | -0.9% |
| 1Y | -10.3% | +4.0% | -14.3% | -11.8% |
| 3Y | +32.4% | +14.1% | +18.3% | +29.2% |
| 5Y | -77.9% | +20.4% | -98.3% | -78.7% |
| All | +72.2% | +25.0% | +47.2% | +55.1% |
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