+84.2%
DOCN vs FITB
+81.9%
+2.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.5% | +5.5% | +6.5% |
| 7D | -12.8% | -1.1% | -11.7% | -12.0% |
| 30D | -41.9% | +7.3% | -49.3% | -44.3% |
| 3M | -36.9% | -4.0% | -32.9% | -35.3% |
| 6M | -52.2% | +11.9% | -64.1% | -56.2% |
| YTD | +62.7% | +19.0% | +43.7% | +41.7% |
| 1Y | +58.2% | +31.0% | +27.2% | +29.0% |
| 3Y | +219.5% | +143.8% | +75.7% | +80.2% |
| 5Y | -32.9% | +48.9% | -81.7% | -50.4% |
| All | +84.2% | +81.9% | +2.3% | +33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling