+28.8%
FITB vs DOCU
+10.1%
+18.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -1.5% | -5.5% | +4.0% | -1.4% |
| 30D | +5.8% | +12.6% | -6.8% | +5.6% |
| 3M | -6.1% | +36.4% | -42.5% | -6.6% |
| 6M | +5.9% | +66.8% | -60.9% | +4.2% |
| YTD | +16.1% | +13.5% | +2.6% | +17.3% |
| 1Y | +28.8% | +11.3% | +17.5% | +31.2% |
| All | +28.8% | +10.1% | +18.8% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling