+97.4%
FOXA vs DOCU
+38.0%
+59.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.9% | -2.7% |
| 7D | +4.9% | -3.2% | +8.1% | +5.2% |
| 30D | +9.0% | +15.7% | -6.7% | +7.6% |
| 3M | +15.8% | +37.3% | -21.4% | +12.4% |
| 6M | +9.2% | +63.1% | -53.9% | +4.2% |
| YTD | -6.5% | +15.4% | -21.9% | -8.5% |
| 1Y | +5.4% | +11.3% | -5.9% | +3.4% |
| 3Y | +120.1% | +92.1% | +28.0% | +105.6% |
| 5Y | +73.6% | -70.5% | +144.1% | +63.5% |
| All | +97.4% | +38.0% | +59.4% | +60.4% |
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