+79.0%
FDX vs DOCU
-71.9%
+150.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.9% | -3.5% |
| 7D | +2.9% | -3.2% | +6.1% | +3.4% |
| 30D | +9.6% | +15.7% | -6.1% | +7.3% |
| 3M | +2.4% | +37.3% | -34.9% | -2.5% |
| 6M | +9.2% | +63.1% | -53.9% | +0.9% |
| YTD | +37.7% | +15.4% | +22.3% | +33.4% |
| 1Y | +56.1% | +11.3% | +44.8% | +51.9% |
| 3Y | +68.9% | +92.1% | -23.1% | +44.5% |
| 5Y | +79.0% | -70.5% | +149.5% | +62.4% |
| All | +79.0% | -71.9% | +150.8% | +62.4% |
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 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