+177.2%
FTI vs DOCU
+104.2%
+72.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.2% |
| 7D | -7.6% | -5.5% | -2.1% | -7.3% |
| 30D | -7.1% | +12.6% | -19.8% | -7.9% |
| 3M | -8.7% | +36.4% | -45.1% | -10.7% |
| 6M | -14.0% | +66.8% | -80.8% | -17.2% |
| YTD | +42.8% | +13.5% | +29.4% | +40.9% |
| 1Y | +50.4% | +11.3% | +39.1% | +48.4% |
| 3Y | +194.1% | +92.1% | +102.1% | +178.1% |
| 5Y | +775.2% | -71.0% | +846.2% | +760.4% |
| All | +177.2% | +104.2% | +72.9% | +117.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling