+116.4%
DOCN vs FGI
+38.7%
+77.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -5.0% | -2.2% | -7.0% |
| 7D | -20.0% | +3.3% | -23.4% | -20.1% |
| 30D | -38.8% | -2.0% | -36.7% | -38.7% |
| 3M | -34.8% | +60.3% | -95.1% | -36.6% |
| 6M | -22.8% | +0.7% | -23.5% | -23.2% |
| YTD | +74.6% | +30.2% | +44.4% | +67.3% |
| 1Y | +116.4% | +44.4% | +72.1% | +112.1% |
| All | +116.4% | +38.7% | +77.7% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling