+84.2%
DOCN vs FCUV
-99.8%
+184.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.6% | +9.6% | +8.0% |
| 7D | -12.8% | -15.4% | +2.6% | -12.7% |
| 30D | -41.9% | -32.9% | -9.1% | -41.7% |
| 3M | -36.9% | -46.2% | +9.2% | -37.1% |
| 6M | -52.2% | -30.0% | -22.2% | -54.2% |
| YTD | +62.7% | -91.4% | +154.1% | +63.5% |
| 1Y | +58.2% | -98.1% | +156.3% | +66.9% |
| 3Y | +219.5% | -99.6% | +319.1% | +230.8% |
| 5Y | -32.9% | -99.9% | +67.0% | -28.3% |
| All | +84.2% | -99.8% | +184.0% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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