+83.1%
FICO vs DOCU
-71.6%
+154.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +0.4% | -3.7% | +4.1% | +1.4% |
| 30D | +1.7% | +15.0% | -13.3% | -2.0% |
| 3M | -33.0% | +39.9% | -72.9% | -38.9% |
| 6M | -33.9% | +66.2% | -100.0% | -42.2% |
| YTD | -58.5% | +17.7% | -76.2% | -60.9% |
| 1Y | -56.4% | +13.7% | -70.0% | -58.6% |
| 3Y | -24.7% | +95.9% | -120.6% | -39.1% |
| 5Y | +83.1% | -71.7% | +154.8% | +67.9% |
| All | +83.1% | -71.6% | +154.7% | +67.9% |
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