+70.5%
DOCN vs FFIV
+53.9%
+16.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.8% |
| 7D | -19.2% | -8.1% | -11.0% | -12.4% |
| 30D | -43.1% | -33.4% | -9.7% | -19.5% |
| 3M | -40.7% | -24.7% | -16.0% | -25.6% |
| 6M | -55.0% | -8.8% | -46.1% | -53.1% |
| YTD | +50.6% | +21.8% | +28.8% | +19.4% |
| 1Y | +54.0% | +25.3% | +28.7% | +18.2% |
| 3Y | +203.9% | +101.2% | +102.7% | +39.3% |
| 5Y | -29.4% | +40.2% | -69.6% | -54.5% |
| All | +70.5% | +53.9% | +16.7% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling