+111.9%
DOCN vs FDS
+9.6%
+102.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.6% |
| 7D | +27.4% | -2.6% | +30.0% | +28.4% |
| 30D | -29.7% | +14.1% | -43.8% | -33.4% |
| 3M | -32.5% | +19.8% | -52.2% | -38.0% |
| 6M | -42.2% | +55.0% | -97.1% | -55.3% |
| YTD | +87.2% | +15.9% | +71.3% | +71.3% |
| 1Y | +86.2% | +24.2% | +62.0% | +59.7% |
| 3Y | +257.4% | -24.0% | +281.5% | +345.7% |
| 5Y | -27.4% | -23.3% | -4.0% | -12.5% |
| All | +111.9% | +9.6% | +102.4% | +156.6% |
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