+105.1%
DOCN vs FCUV
-99.7%
+204.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.1% | +5.5% | +9.6% |
| 7D | +3.7% | -4.7% | +8.4% | +3.8% |
| 30D | -33.7% | -23.2% | -10.5% | -33.5% |
| 3M | -27.9% | -49.2% | +21.3% | -28.1% |
| 6M | -46.4% | -9.2% | -37.2% | -49.0% |
| YTD | +81.1% | -90.6% | +171.7% | +81.9% |
| 1Y | +74.3% | -97.9% | +172.2% | +83.7% |
| 3Y | +245.8% | -99.5% | +345.4% | +257.2% |
| 5Y | -23.7% | -99.9% | +76.1% | -18.6% |
| All | +105.1% | -99.7% | +204.8% | +113.8% |
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