+103.1%
DOCN vs FITB
+82.4%
+20.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.9% |
| 7D | +19.1% | +2.8% | +16.3% | +17.1% |
| 30D | -21.0% | +9.8% | -30.8% | -25.5% |
| 3M | -34.7% | -5.2% | -29.6% | -32.6% |
| 6M | -45.8% | +17.3% | -63.1% | -51.8% |
| YTD | +79.4% | +19.3% | +60.1% | +55.9% |
| 1Y | +91.0% | +32.7% | +58.3% | +54.2% |
| 3Y | +237.5% | +141.6% | +95.9% | +91.2% |
| 5Y | -30.4% | +48.9% | -79.3% | -48.6% |
| All | +103.1% | +82.4% | +20.7% | +47.1% |
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