+116.4%
DOCN vs FDS
+31.1%
+85.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.9% | -10.0% | -6.4% |
| 7D | -20.0% | +9.4% | -29.5% | -17.9% |
| 30D | -38.8% | +23.8% | -62.6% | -35.4% |
| 3M | -34.8% | +25.1% | -59.9% | -30.8% |
| 6M | -22.8% | +53.8% | -76.6% | -15.5% |
| YTD | +74.6% | +19.6% | +55.1% | +91.6% |
| 1Y | +116.4% | +31.6% | +84.8% | +153.4% |
| All | +116.4% | +31.1% | +85.3% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling