+86.2%
FANG vs DOCU
+104.6%
-18.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -10.8% | -4.8% | -6.0% | -10.4% |
| 30D | -7.3% | +9.4% | -16.6% | -8.0% |
| 3M | -4.7% | +29.0% | -33.8% | -7.0% |
| 6M | -4.5% | +62.3% | -66.9% | -9.0% |
| YTD | +20.5% | +13.7% | +6.9% | +18.2% |
| 1Y | +27.0% | +11.5% | +15.5% | +24.7% |
| 3Y | +27.8% | +94.2% | -66.4% | +17.4% |
| 5Y | +94.0% | -71.7% | +165.8% | +98.7% |
| All | +86.2% | +104.6% | -18.4% | +40.0% |
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