+324.3%
DOCN vs FFIV
+136.9%
+187.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.2% |
| 7D | +1.1% | -1.0% | +2.1% | +1.9% |
| 30D | -9.6% | -5.1% | -4.6% | -5.5% |
| 3M | -37.7% | -4.5% | -33.2% | -35.2% |
| 6M | +115.2% | +36.5% | +78.7% | +68.2% |
| YTD | +133.7% | +53.0% | +80.8% | +65.6% |
| 1Y | +250.2% | +24.2% | +225.9% | +187.9% |
| All | +324.3% | +136.9% | +187.4% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling