-21.4%
DOC vs FDS
-17.9%
-3.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.6% |
| 7D | +8.7% | +9.4% | -0.7% | +6.9% |
| 30D | +7.6% | +23.8% | -16.1% | +3.3% |
| 3M | -5.3% | +25.1% | -30.4% | -9.5% |
| 6M | +27.6% | +53.8% | -26.2% | +15.6% |
| YTD | +32.4% | +19.6% | +12.8% | +28.4% |
| 1Y | +22.9% | +31.6% | -8.8% | +14.9% |
| 3Y | +43.1% | -20.0% | +63.1% | +57.4% |
| 5Y | -21.4% | -18.6% | -2.8% | -18.3% |
| All | -21.4% | -17.9% | -3.5% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling