+84.5%
FDX vs DOCU
+80.0%
+4.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -1.1% |
| 7D | -2.5% | +6.9% | -9.4% | -3.5% |
| 30D | +3.8% | +19.0% | -15.2% | +0.9% |
| 3M | -1.3% | +34.3% | -35.6% | -6.3% |
| 6M | +5.0% | +48.0% | -43.0% | -2.4% |
| YTD | +39.6% | 0.0% | +39.6% | +37.7% |
| 1Y | +81.1% | -10.3% | +91.4% | +81.1% |
| 3Y | +63.0% | +32.4% | +30.6% | +47.8% |
| 5Y | +65.6% | -77.9% | +143.5% | +82.0% |
| All | +84.5% | +80.0% | +4.4% | +30.6% |
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