+248.4%
FTI vs DOCU
+80.0%
+168.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.5% |
| 7D | +5.3% | +6.9% | -1.6% | +4.8% |
| 30D | +15.3% | +19.0% | -3.7% | +13.9% |
| 3M | +15.8% | +34.3% | -18.5% | +13.3% |
| 6M | +22.6% | +48.0% | -25.4% | +18.9% |
| YTD | +79.5% | 0.0% | +79.5% | +78.7% |
| 1Y | +102.0% | -10.3% | +112.3% | +102.2% |
| 3Y | +315.8% | +32.4% | +283.4% | +302.3% |
| 5Y | +1,129.5% | -77.9% | +1,207.4% | +1,123.3% |
| All | +248.4% | +80.0% | +168.3% | +175.4% |
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