+164.6%
DOCN vs FCUV
-98.5%
+263.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -13.7% | +16.5% | +2.9% |
| 7D | +1.1% | +62.8% | -61.7% | +0.5% |
| 30D | -9.6% | +66.5% | -76.1% | -10.4% |
| 3M | -37.7% | +459.9% | -497.6% | -41.3% |
| 6M | +115.2% | -12.4% | +127.6% | +111.0% |
| YTD | +133.7% | -47.5% | +181.3% | +132.5% |
| 1Y | +250.2% | -80.5% | +330.7% | +257.2% |
| 3Y | +320.3% | -97.6% | +417.9% | +330.8% |
| 5Y | +53.1% | -99.5% | +152.6% | +61.9% |
| All | +164.6% | -98.5% | +263.1% | +173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling