+324.3%
DOCN vs FE
+49.5%
+274.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.7% |
| 7D | +1.1% | +1.9% | -0.8% | +1.4% |
| 30D | -9.6% | -1.2% | -8.5% | -9.8% |
| 3M | -37.7% | +3.5% | -41.2% | -37.5% |
| 6M | +115.2% | -6.1% | +121.3% | +117.7% |
| YTD | +133.7% | +7.6% | +126.1% | +132.4% |
| 1Y | +250.2% | +11.9% | +238.2% | +245.1% |
| All | +324.3% | +49.5% | +274.8% | +247.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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