+6.6%
FLUT vs DOCU
+80.0%
-73.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -2.7% |
| 7D | -1.6% | +6.9% | -8.5% | -2.6% |
| 30D | +7.7% | +19.0% | -11.2% | +4.8% |
| 3M | -0.7% | +34.3% | -35.0% | -5.2% |
| 6M | -11.2% | +48.0% | -59.2% | -16.4% |
| YTD | -53.4% | 0.0% | -53.5% | -54.0% |
| 1Y | -65.8% | -10.3% | -55.5% | -65.7% |
| 3Y | -44.9% | +32.4% | -77.3% | -48.0% |
| 5Y | -49.7% | -77.9% | +28.2% | -50.4% |
| All | +6.6% | +80.0% | -73.4% | +24.7% |
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