+94.1%
FE vs DOCU
+107.7%
-13.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | +0.6% | -3.2% | +3.8% | +0.7% |
| 30D | +6.4% | +15.7% | -9.3% | +6.0% |
| 3M | -0.5% | +37.3% | -37.7% | -1.4% |
| 6M | +4.7% | +63.1% | -58.4% | +3.2% |
| YTD | +8.4% | +15.4% | -7.0% | +7.8% |
| 1Y | +7.2% | +11.3% | -4.1% | +6.7% |
| 3Y | +44.9% | +92.1% | -47.2% | +39.8% |
| 5Y | +46.3% | -70.5% | +116.8% | +47.4% |
| All | +94.1% | +107.7% | -13.6% | +81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling