+121.3%
FITB vs DOCU
+80.0%
+41.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.6% |
| 7D | +0.6% | +6.9% | -6.3% | -0.2% |
| 30D | -4.7% | +19.0% | -23.7% | -6.9% |
| 3M | +6.7% | +34.3% | -27.6% | +2.5% |
| 6M | +12.6% | +48.0% | -35.5% | +6.3% |
| YTD | +19.1% | 0.0% | +19.1% | +17.8% |
| 1Y | +22.6% | -10.3% | +32.9% | +22.6% |
| 3Y | +127.1% | +32.4% | +94.7% | +112.2% |
| 5Y | +71.8% | -77.9% | +149.8% | +73.7% |
| All | +121.3% | +80.0% | +41.3% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling