+417.8%
FAST vs DOCU
+111.8%
+306.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +3.4% | -3.7% | +7.1% | +3.9% |
| 30D | +5.5% | +15.0% | -9.4% | +3.6% |
| 3M | +7.6% | +39.9% | -32.3% | +2.9% |
| 6M | +19.8% | +66.2% | -46.3% | +11.6% |
| YTD | +35.5% | +17.7% | +17.8% | +31.1% |
| 1Y | +31.6% | +13.7% | +17.9% | +27.9% |
| 3Y | +91.0% | +95.9% | -4.9% | +66.6% |
| 5Y | +105.1% | -71.7% | +176.8% | +117.6% |
| All | +417.8% | +111.8% | +306.0% | +275.7% |
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