+1,113.2%
FN vs DOCU
+111.8%
+1,001.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.1% | -6.0% |
| 7D | -7.0% | -3.7% | -3.3% | -6.4% |
| 30D | -24.7% | +15.0% | -39.7% | -26.8% |
| 3M | -35.7% | +39.9% | -75.6% | -40.1% |
| 6M | -52.4% | +66.2% | -118.6% | -57.7% |
| YTD | -25.0% | +17.7% | -42.7% | -29.1% |
| 1Y | -25.7% | +13.7% | -39.4% | -29.3% |
| 3Y | +110.2% | +95.9% | +14.3% | +74.6% |
| 5Y | +192.3% | -71.7% | +264.0% | +220.5% |
| All | +1,113.2% | +111.8% | +1,001.4% | +628.2% |
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