+54.0%
DOCN vs FDS
+29.3%
+24.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.7% | +6.2% | +1.6% |
| 7D | -19.2% | -0.5% | -18.6% | -19.2% |
| 30D | -43.1% | +20.2% | -63.3% | -40.5% |
| 3M | -40.7% | +19.9% | -60.6% | -38.0% |
| 6M | -55.0% | +56.2% | -111.1% | -52.0% |
| YTD | +50.6% | +14.6% | +36.1% | +65.9% |
| 1Y | +54.0% | +31.6% | +22.4% | +65.2% |
| All | +54.0% | +29.3% | +24.7% | +65.2% |
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