-31.1%
DOCN vs FE
+46.2%
-77.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.2% | -15.7% | -15.8% |
| 7D | -29.3% | +0.6% | -29.9% | -29.3% |
| 30D | -46.0% | +6.4% | -52.5% | -46.7% |
| 3M | -43.2% | -0.5% | -42.7% | -43.2% |
| 6M | -53.7% | +4.7% | -58.5% | -54.5% |
| YTD | +46.9% | +8.4% | +38.6% | +41.8% |
| 1Y | +54.3% | +7.2% | +47.1% | +49.5% |
| 3Y | +185.5% | +44.9% | +140.7% | +131.5% |
| 5Y | -31.1% | +46.3% | -77.4% | -42.2% |
| All | -31.1% | +46.2% | -77.3% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling