+108.7%
FANG vs DOCU
+71.3%
+37.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.6% |
| 7D | -1.7% | +0.7% | -2.4% | -1.8% |
| 30D | +6.8% | +8.0% | -1.2% | +5.9% |
| 3M | +1.3% | +41.0% | -39.7% | -2.1% |
| 6M | +11.8% | +33.7% | -21.9% | +8.4% |
| YTD | +35.1% | -4.9% | +39.9% | +34.6% |
| 1Y | +48.9% | -20.4% | +69.3% | +50.6% |
| 3Y | +42.8% | +29.6% | +13.2% | +35.9% |
| 5Y | +230.3% | -76.9% | +307.2% | +244.0% |
| All | +108.7% | +71.3% | +37.4% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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