+54.6%
FTI vs DOCU
+11.6%
+43.0%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.4% |
| 7D | -9.7% | -3.7% | -6.0% | -9.8% |
| 30D | -8.2% | +15.0% | -23.1% | -7.8% |
| 3M | -7.8% | +39.9% | -47.7% | -6.6% |
| 6M | -13.4% | +66.2% | -79.6% | -10.7% |
| YTD | +45.1% | +17.7% | +27.4% | +49.2% |
| 1Y | +54.6% | +13.7% | +40.9% | +60.4% |
| All | +54.6% | +11.6% | +43.0% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling