+48.9%
FANG vs DOCU
-19.0%
+67.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.1% |
| 7D | -1.7% | +0.7% | -2.4% | -1.7% |
| 30D | +6.8% | +8.0% | -1.2% | +6.9% |
| 3M | +1.3% | +41.0% | -39.7% | +1.6% |
| 6M | +11.8% | +33.7% | -21.9% | +12.3% |
| YTD | +35.1% | -4.9% | +39.9% | +36.0% |
| 1Y | +48.9% | -20.4% | +69.3% | +51.4% |
| All | +48.9% | -19.0% | +67.9% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling