+116.4%
DOCN vs FITB
+36.9%
+79.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.5% | -8.6% | -7.5% |
| 7D | -20.0% | +2.3% | -22.4% | -20.5% |
| 30D | -38.8% | +7.7% | -46.5% | -39.8% |
| 3M | -34.8% | -4.5% | -30.3% | -34.3% |
| 6M | -22.8% | +12.5% | -35.3% | -25.8% |
| YTD | +74.6% | +19.8% | +54.8% | +54.7% |
| 1Y | +116.4% | +34.1% | +82.3% | +69.8% |
| All | +116.4% | +36.9% | +79.6% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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