+103.1%
DOCN vs FCUV
-99.4%
+202.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +136.0% | -140.2% | -5.1% |
| 7D | +19.1% | +148.8% | -129.7% | +17.8% |
| 30D | -21.0% | +95.0% | -116.1% | -21.7% |
| 3M | -34.7% | +27.8% | -62.5% | -35.6% |
| 6M | -45.8% | +121.0% | -166.7% | -48.9% |
| YTD | +79.4% | -78.1% | +157.5% | +78.4% |
| 1Y | +91.0% | -94.3% | +185.3% | +98.1% |
| 3Y | +237.5% | -98.9% | +336.4% | +245.1% |
| 5Y | -30.4% | -99.7% | +69.3% | -26.5% |
| All | +103.1% | -99.4% | +202.5% | +109.6% |
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