-4.4%
DOC vs FDS
+84.7%
-89.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -0.7% |
| 7D | -1.5% | -1.9% | +0.4% | -0.9% |
| 30D | -4.8% | +9.0% | -13.8% | -7.4% |
| 3M | +6.9% | +18.9% | -12.0% | +0.4% |
| 6M | +20.7% | +35.1% | -14.4% | +7.1% |
| YTD | +34.1% | +5.5% | +28.7% | +29.3% |
| 1Y | +22.6% | -16.8% | +39.5% | +28.7% |
| 3Y | +20.8% | -28.1% | +48.9% | +32.5% |
| 5Y | -24.9% | -17.4% | -7.4% | -23.7% |
| All | -4.4% | +84.7% | -89.1% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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