+66.4%
DOCN vs FDS
+12.5%
+53.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.5% | -15.4% | -15.7% |
| 7D | -29.3% | +6.4% | -35.7% | -30.8% |
| 30D | -46.0% | +25.2% | -71.2% | -50.4% |
| 3M | -43.2% | +22.9% | -66.1% | -48.3% |
| 6M | -53.7% | +56.5% | -110.2% | -64.3% |
| YTD | +46.9% | +19.0% | +28.0% | +33.4% |
| 1Y | +54.3% | +32.7% | +21.6% | +27.0% |
| 3Y | +185.5% | -20.4% | +205.9% | +245.9% |
| 5Y | -31.1% | -19.6% | -11.5% | -17.5% |
| All | +66.4% | +12.5% | +53.9% | +99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling