+121.7%
FITB vs DOCU
+112.5%
+9.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +1.0% |
| 7D | +2.8% | +4.1% | -1.3% | +2.3% |
| 30D | +9.8% | +7.4% | +2.4% | +8.8% |
| 3M | -5.2% | +26.0% | -31.2% | -8.0% |
| 6M | +17.3% | +79.2% | -61.9% | +8.4% |
| YTD | +19.3% | +18.1% | +1.2% | +15.5% |
| 1Y | +32.7% | +20.5% | +12.2% | +28.0% |
| 3Y | +141.6% | +96.4% | +45.2% | +115.3% |
| 5Y | +48.9% | -69.5% | +118.3% | +46.2% |
| All | +121.7% | +112.5% | +9.1% | +43.9% |
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 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