-13.9%
FTI vs DOCU
+66.6%
-80.6%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.3% |
| 7D | -9.7% | -3.7% | -6.0% | -9.9% |
| 30D | -8.2% | +15.0% | -23.1% | -7.5% |
| 3M | -7.8% | +39.9% | -47.7% | -5.6% |
| All | -13.9% | +66.6% | -80.6% | -7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling