+1,346.7%
FN vs DOCU
+80.0%
+1,266.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.6% | +2.5% |
| 7D | -1.7% | +6.9% | -8.6% | -2.9% |
| 30D | -22.0% | +19.0% | -41.0% | -24.7% |
| 3M | -43.0% | +34.3% | -77.3% | -46.6% |
| 6M | -27.7% | +48.0% | -75.8% | -34.5% |
| YTD | -10.5% | 0.0% | -10.5% | -12.5% |
| 1Y | +12.5% | -10.3% | +22.8% | +12.1% |
| 3Y | +153.8% | +32.4% | +121.4% | +128.2% |
| 5Y | +288.0% | -77.9% | +365.9% | +348.3% |
| All | +1,346.7% | +80.0% | +1,266.7% | +799.4% |
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