+324.3%
DOCN vs FDS
-27.9%
+352.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.5% | +6.3% | +3.1% |
| 7D | +1.1% | -1.9% | +3.0% | +1.3% |
| 30D | -9.6% | +9.0% | -18.6% | -10.4% |
| 3M | -37.7% | +18.9% | -56.5% | -39.1% |
| 6M | +115.2% | +35.1% | +80.1% | +101.7% |
| YTD | +133.7% | +5.5% | +128.2% | +140.7% |
| 1Y | +250.2% | -16.8% | +267.0% | +310.8% |
| All | +324.3% | -27.9% | +352.2% | +422.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling