+44.3%
DOC vs FGI
+2.3%
+41.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.0% | +8.1% | +3.1% |
| 7D | +8.7% | +3.3% | +5.4% | +8.7% |
| 30D | +7.6% | -2.0% | +9.7% | +7.6% |
| 3M | -5.3% | +60.3% | -65.5% | -5.6% |
| 6M | +27.6% | +0.7% | +26.9% | +27.2% |
| YTD | +32.4% | +30.2% | +2.2% | +31.9% |
| 1Y | +22.9% | +44.4% | -21.5% | +22.3% |
| All | +44.3% | +2.3% | +41.9% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling