+143.3%
FN vs DOCU
-71.9%
+215.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.0% | -12.3% | -14.0% |
| 7D | -16.0% | -3.2% | -12.8% | -15.6% |
| 30D | -40.1% | +15.7% | -55.8% | -41.6% |
| 3M | -43.9% | +37.3% | -81.2% | -47.1% |
| 6M | -55.6% | +63.1% | -118.8% | -60.0% |
| YTD | -35.7% | +15.4% | -51.0% | -38.3% |
| 1Y | -39.8% | +11.3% | -51.1% | -41.9% |
| 3Y | +80.3% | +92.1% | -11.8% | +53.6% |
| 5Y | +143.3% | -70.5% | +213.8% | +137.5% |
| All | +143.3% | -71.9% | +215.2% | +137.5% |
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