-43.9%
FLUT vs DOCU
+33.7%
-77.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -3.2% |
| 7D | -1.6% | +6.9% | -8.5% | -3.5% |
| 30D | +7.7% | +19.0% | -11.2% | +2.2% |
| 3M | -0.7% | +34.3% | -35.0% | -9.4% |
| 6M | -11.2% | +48.0% | -59.2% | -21.3% |
| YTD | -53.4% | 0.0% | -53.5% | -54.8% |
| 1Y | -65.8% | -10.3% | -55.5% | -65.9% |
| All | -43.9% | +33.7% | -77.5% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling