+97.7%
DOCN vs FE
+71.9%
+25.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | 0.0% | -7.1% | -7.2% |
| 7D | -20.0% | +1.7% | -21.7% | -20.2% |
| 30D | -38.8% | +8.1% | -46.9% | -39.4% |
| 3M | -34.8% | -1.3% | -33.5% | -34.7% |
| 6M | -22.8% | +2.9% | -25.7% | -23.5% |
| YTD | +74.6% | +8.6% | +66.1% | +70.0% |
| 1Y | +116.4% | +6.3% | +110.1% | +111.8% |
| 3Y | +239.3% | +45.1% | +194.2% | +189.4% |
| 5Y | -20.2% | +47.1% | -67.4% | -28.4% |
| All | +97.7% | +71.9% | +25.8% | +93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling