+196.4%
DOCN vs FFIV
+102.8%
+93.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.5% | -10.4% | -11.6% |
| 7D | -29.3% | -14.2% | -15.0% | -19.8% |
| 30D | -46.0% | -33.6% | -12.4% | -26.9% |
| 3M | -43.2% | -24.2% | -19.0% | -31.2% |
| 6M | -53.7% | -8.3% | -45.4% | -52.2% |
| YTD | +46.9% | +22.1% | +24.8% | +21.0% |
| 1Y | +54.3% | +26.5% | +27.9% | +23.2% |
| All | +196.4% | +102.8% | +93.7% | +60.4% |
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 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