+60.1%
DOCN vs FDS
-17.4%
+77.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.5% | +6.3% | +4.2% |
| 7D | +1.1% | -1.9% | +3.0% | +1.8% |
| 30D | -9.6% | +9.0% | -18.6% | -13.4% |
| 3M | -37.7% | +18.9% | -56.5% | -44.4% |
| 6M | +115.2% | +35.1% | +80.1% | +73.3% |
| YTD | +133.7% | +5.5% | +128.2% | +123.6% |
| 1Y | +250.2% | -16.8% | +267.0% | +303.1% |
| 3Y | +320.3% | -28.1% | +348.4% | +436.0% |
| All | +60.1% | -17.4% | +77.4% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling