+89.5%
FOXA vs DOCU
-78.0%
+167.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.7% | -7.1% | -3.9% |
| 7D | -4.0% | +6.9% | -10.9% | -4.8% |
| 30D | +12.0% | +19.0% | -7.0% | +9.2% |
| 3M | +0.3% | +34.3% | -34.0% | -4.0% |
| 6M | +12.5% | +48.0% | -35.5% | +5.9% |
| YTD | -9.6% | 0.0% | -9.6% | -10.7% |
| 1Y | +8.6% | -10.3% | +18.9% | +8.5% |
| 3Y | +118.5% | +32.4% | +86.1% | +103.4% |
| All | +89.5% | -78.0% | +167.5% | +87.2% |
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 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