+97.7%
DOCN vs FHN
+71.7%
+26.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.7% | -8.8% | -7.7% |
| 7D | -20.0% | +2.3% | -22.3% | -20.7% |
| 30D | -38.8% | +1.6% | -40.4% | -39.2% |
| 3M | -34.8% | -8.4% | -26.4% | -32.9% |
| 6M | -22.8% | -2.3% | -20.5% | -22.4% |
| YTD | +74.6% | +1.5% | +73.1% | +72.8% |
| 1Y | +116.4% | +15.0% | +101.4% | +105.0% |
| 3Y | +239.3% | +120.9% | +118.5% | +176.0% |
| 5Y | -20.2% | +64.0% | -84.3% | -32.4% |
| All | +97.7% | +71.7% | +26.0% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 all: compounded portfolio wealth divided by compounded FHN 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…
all analysis · Full analysis span regression · 6 months rolling