+89.1%
FDX vs DOCU
+111.8%
-22.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +8.1% | -3.7% | +11.9% | +8.8% |
| 30D | +13.9% | +15.0% | -1.0% | +11.4% |
| 3M | +5.5% | +39.9% | -34.4% | -0.1% |
| 6M | +15.1% | +66.2% | -51.0% | +5.4% |
| YTD | +43.2% | +17.7% | +25.5% | +37.5% |
| 1Y | +65.0% | +13.7% | +51.4% | +59.2% |
| 3Y | +75.7% | +95.9% | -20.3% | +49.3% |
| 5Y | +84.4% | -71.7% | +156.0% | +94.7% |
| All | +89.1% | +111.8% | -22.7% | +30.4% |
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 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