+97.7%
DOCN vs FDS
+13.0%
+84.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.9% | -10.0% | -8.1% |
| 7D | -20.0% | +9.4% | -29.5% | -22.5% |
| 30D | -38.8% | +23.8% | -62.6% | -43.5% |
| 3M | -34.8% | +25.1% | -59.9% | -41.1% |
| 6M | -22.8% | +53.8% | -76.6% | -40.0% |
| YTD | +74.6% | +19.6% | +55.1% | +58.2% |
| 1Y | +116.4% | +31.6% | +84.8% | +79.3% |
| 3Y | +239.3% | -20.0% | +259.3% | +310.3% |
| 5Y | -20.2% | -18.6% | -1.6% | -4.7% |
| All | +97.7% | +13.0% | +84.7% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling