+380.3%
FAST vs DOCU
+80.0%
+300.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.3% |
| 7D | -0.4% | +6.9% | -7.3% | -1.2% |
| 30D | -0.8% | +19.0% | -19.8% | -3.1% |
| 3M | +5.8% | +34.3% | -28.5% | +1.5% |
| 6M | +8.0% | +48.0% | -40.0% | +1.9% |
| YTD | +25.6% | 0.0% | +25.6% | +24.3% |
| 1Y | +0.8% | -10.3% | +11.1% | +0.8% |
| 3Y | +86.1% | +32.4% | +53.7% | +71.2% |
| 5Y | +100.2% | -77.9% | +178.1% | +119.9% |
| All | +380.3% | +80.0% | +300.2% | +256.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling