-31.1%
DOCN vs FFIV
+39.3%
-70.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.5% | -10.4% | -10.6% |
| 7D | -29.3% | -14.2% | -15.0% | -17.4% |
| 30D | -46.0% | -33.6% | -12.4% | -21.6% |
| 3M | -43.2% | -24.2% | -19.0% | -28.3% |
| 6M | -53.7% | -8.3% | -45.4% | -52.3% |
| YTD | +46.9% | +22.1% | +24.8% | +12.3% |
| 1Y | +54.3% | +26.5% | +27.9% | +13.1% |
| 3Y | +185.5% | +102.3% | +83.2% | +12.5% |
| 5Y | -31.1% | +40.6% | -71.7% | -58.4% |
| All | -31.1% | +39.3% | -70.4% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling