+196.4%
DOCN vs FDS
-20.2%
+216.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.5% | -15.4% | -15.9% |
| 7D | -29.3% | +6.4% | -35.7% | -29.2% |
| 30D | -46.0% | +25.2% | -71.2% | -46.3% |
| 3M | -43.2% | +22.9% | -66.1% | -43.6% |
| 6M | -53.7% | +56.5% | -110.2% | -56.4% |
| YTD | +46.9% | +19.0% | +28.0% | +51.6% |
| 1Y | +54.3% | +32.7% | +21.6% | +50.7% |
| All | +196.4% | -20.2% | +216.6% | +281.1% |
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