+1,661.6%
FTAI vs DOCU
+107.7%
+1,553.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.0% | -7.6% | -9.3% |
| 7D | -17.1% | -3.2% | -13.9% | -16.8% |
| 30D | -9.5% | +15.7% | -25.2% | -11.3% |
| 3M | -27.2% | +37.3% | -64.5% | -30.7% |
| 6M | -33.3% | +63.1% | -96.4% | -38.6% |
| YTD | -17.0% | +15.4% | -32.4% | -20.0% |
| 1Y | +0.7% | +11.3% | -10.6% | -2.4% |
| 3Y | +326.8% | +92.1% | +234.7% | +275.1% |
| 5Y | +728.9% | -70.5% | +799.4% | +717.3% |
| All | +1,661.6% | +107.7% | +1,553.9% | +1,409.2% |
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