-71.7%
DOCU vs USFR
+21.3%
-93.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -5.5% | +0.1% | -5.6% | -5.8% |
| 30D | +12.6% | +0.4% | +12.2% | +11.7% |
| 3M | +36.4% | +1.1% | +35.3% | +33.1% |
| 6M | +66.8% | +2.1% | +64.7% | +58.6% |
| YTD | +13.5% | +3.4% | +10.1% | +4.2% |
| 1Y | +11.3% | +4.1% | +7.2% | +0.2% |
| 3Y | +92.1% | +14.4% | +77.7% | +46.5% |
| All | -71.7% | +21.3% | -93.0% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling