-23.7%
DOCN vs FFIV
+41.1%
-64.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.9% | +8.7% | +8.8% |
| 7D | +3.7% | -2.9% | +6.7% | +7.6% |
| 30D | -33.7% | -32.4% | -1.3% | -5.4% |
| 3M | -27.9% | -22.7% | -5.2% | -10.4% |
| 6M | -46.4% | -10.7% | -35.8% | -43.1% |
| YTD | +81.1% | +25.4% | +55.7% | +35.3% |
| 1Y | +74.3% | +34.2% | +40.1% | +20.8% |
| 3Y | +245.8% | +101.2% | +144.6% | +38.9% |
| 5Y | -23.7% | +42.0% | -65.7% | -52.9% |
| All | -23.7% | +41.1% | -64.9% | -52.9% |
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