+91.1%
FANG vs DOCU
-71.0%
+162.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | -0.2% |
| 7D | -15.6% | -5.5% | -10.1% | -15.2% |
| 30D | -2.9% | +12.6% | -15.6% | -4.0% |
| 3M | -5.1% | +36.4% | -41.5% | -7.8% |
| 6M | -7.3% | +66.8% | -74.0% | -11.8% |
| YTD | +21.1% | +13.5% | +7.6% | +18.9% |
| 1Y | +30.2% | +11.3% | +18.9% | +28.0% |
| 3Y | +24.7% | +92.1% | -67.3% | +14.3% |
| All | +91.1% | -71.0% | +162.2% | +86.5% |
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