+168.7%
FTI vs DOCU
+107.7%
+61.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -4.4% |
| 7D | -8.0% | -3.2% | -4.8% | -7.8% |
| 30D | -11.9% | +15.7% | -27.6% | -12.7% |
| 3M | -11.0% | +37.3% | -48.3% | -13.0% |
| 6M | -17.8% | +63.1% | -80.9% | -20.7% |
| YTD | +38.5% | +15.4% | +23.1% | +36.4% |
| 1Y | +45.9% | +11.3% | +34.6% | +44.1% |
| 3Y | +181.8% | +92.1% | +89.8% | +166.5% |
| 5Y | +748.6% | -70.5% | +819.1% | +733.4% |
| All | +168.7% | +107.7% | +61.1% | +110.3% |
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