-51.0%
FLUT vs DOCU
-71.9%
+20.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.9% |
| 7D | +4.8% | -3.2% | +8.0% | +5.5% |
| 30D | +8.8% | +15.7% | -6.9% | +5.4% |
| 3M | -10.7% | +37.3% | -48.0% | -17.1% |
| 6M | -19.7% | +63.1% | -82.8% | -28.3% |
| YTD | -61.4% | +15.4% | -76.8% | -63.3% |
| 1Y | -61.6% | +11.3% | -72.9% | -63.2% |
| 3Y | -51.4% | +92.1% | -143.5% | -59.1% |
| 5Y | -51.0% | -70.5% | +19.5% | -53.6% |
| All | -51.0% | -71.9% | +20.9% | -53.6% |
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 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