+101.7%
FICO vs DOCU
-78.0%
+179.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.7% | -20.4% | -17.6% |
| 7D | -19.2% | +6.9% | -26.1% | -20.7% |
| 30D | -14.6% | +19.0% | -33.6% | -18.6% |
| 3M | -20.1% | +34.3% | -54.4% | -26.1% |
| 6M | -36.3% | +48.0% | -84.3% | -42.5% |
| YTD | -44.9% | 0.0% | -44.9% | -45.7% |
| 1Y | -38.6% | -10.3% | -28.4% | -38.4% |
| 3Y | +4.0% | +32.4% | -28.4% | -7.7% |
| All | +101.7% | -78.0% | +179.6% | +103.7% |
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