+118.6%
DOCN vs FGI
-70.4%
+189.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.5% | -4.7% | +2.5% |
| 7D | +1.1% | +0.5% | +0.6% | +1.1% |
| 30D | -9.6% | +65.4% | -75.0% | -13.2% |
| 3M | -37.7% | +23.5% | -61.2% | -39.6% |
| 6M | +115.2% | +60.5% | +54.7% | +101.4% |
| YTD | +133.7% | +30.0% | +103.7% | +120.9% |
| 1Y | +250.2% | +82.1% | +168.1% | +213.5% |
| 3Y | +320.3% | -4.4% | +324.7% | +283.7% |
| All | +118.6% | -70.4% | +189.0% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling