-24.0%
DOC vs FGI
-70.3%
+46.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.9% |
| 6M | +27.6% | +0.7% | +26.9% | +27.0% |
| YTD | +32.4% | +30.2% | +2.2% | +31.1% |
| 1Y | +22.9% | +44.4% | -21.5% | +21.4% |
| 3Y | +43.1% | -0.4% | +43.5% | +41.2% |
| All | -24.0% | -70.3% | +46.3% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling