+228.6%
FANG vs DOCU
-78.0%
+306.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.5% | -2.1% |
| 7D | +0.8% | +6.9% | -6.1% | +0.2% |
| 30D | +7.6% | +19.0% | -11.4% | +5.9% |
| 3M | -1.3% | +34.3% | -35.6% | -4.1% |
| 6M | +14.7% | +48.0% | -33.3% | +10.2% |
| YTD | +34.8% | 0.0% | +34.8% | +33.9% |
| 1Y | +42.9% | -10.3% | +53.2% | +43.1% |
| 3Y | +43.8% | +32.4% | +11.4% | +36.6% |
| All | +228.6% | -78.0% | +306.6% | +235.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling