+65.8%
FDX vs DOCU
+33.7%
+32.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.9% |
| 7D | -2.5% | +6.9% | -9.4% | -3.1% |
| 30D | +3.8% | +19.0% | -15.2% | +2.0% |
| 3M | -1.3% | +34.3% | -35.6% | -4.2% |
| 6M | +5.0% | +48.0% | -43.0% | +0.4% |
| YTD | +39.6% | 0.0% | +39.6% | +40.8% |
| 1Y | +81.1% | -10.3% | +91.4% | +84.8% |
| All | +65.8% | +33.7% | +32.1% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling