+203.9%
DOCN vs FCUV
-99.6%
+303.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +2.5% |
| 7D | -19.2% | -13.0% | -6.2% | -19.1% |
| 30D | -43.1% | -36.9% | -6.2% | -43.0% |
| 3M | -40.7% | -65.3% | +24.6% | -40.8% |
| 6M | -55.0% | -32.9% | -22.1% | -55.2% |
| YTD | +50.6% | -91.2% | +141.8% | +57.4% |
| 1Y | +54.0% | -98.2% | +152.2% | +70.6% |
| 3Y | +203.9% | -99.6% | +303.5% | +206.4% |
| All | +203.9% | -99.6% | +303.5% | +206.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling