+778.8%
DOC vs FDS
+10,782.2%
-10,003.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.4% |
| 7D | +8.7% | +9.4% | -0.7% | +6.2% |
| 30D | +7.6% | +23.8% | -16.1% | +1.8% |
| 3M | -5.3% | +25.1% | -30.4% | -11.1% |
| 6M | +27.6% | +53.8% | -26.2% | +12.0% |
| YTD | +32.4% | +19.6% | +12.8% | +22.8% |
| 1Y | +22.9% | +31.6% | -8.8% | +10.6% |
| 3Y | +43.1% | -20.0% | +63.1% | +45.7% |
| 5Y | -21.4% | -18.6% | -2.8% | -20.9% |
| 10Y | +16.8% | +149.8% | -132.9% | -13.0% |
| All | +778.8% | +10,782.2% | -10,003.4% | +319.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling