+37.4%
DOCN vs FGI
-70.3%
+107.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | 0.0% | -15.8% | -15.9% |
| 7D | -29.3% | -11.6% | -17.7% | -29.0% |
| 30D | -46.0% | -3.3% | -42.7% | -46.0% |
| 3M | -43.2% | +65.6% | -108.8% | -45.6% |
| 6M | -53.7% | -2.8% | -50.9% | -54.8% |
| YTD | +46.9% | +30.1% | +16.8% | +38.6% |
| 1Y | +54.3% | +50.2% | +4.2% | +43.8% |
| 3Y | +185.5% | -0.4% | +186.0% | +159.1% |
| All | +37.4% | -70.3% | +107.8% | +36.5% |
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