+70.5%
DOCN vs FITB
+77.5%
-7.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.0% |
| 7D | -19.2% | -1.5% | -17.6% | -18.3% |
| 30D | -43.1% | +5.8% | -48.9% | -45.0% |
| 3M | -40.7% | -6.1% | -34.6% | -38.3% |
| 6M | -55.0% | +5.9% | -60.9% | -57.2% |
| YTD | +50.6% | +16.1% | +34.5% | +33.1% |
| 1Y | +54.0% | +28.8% | +25.1% | +26.7% |
| 3Y | +203.9% | +126.0% | +77.9% | +79.2% |
| 5Y | -29.4% | +45.3% | -74.7% | -47.0% |
| All | +70.5% | +77.5% | -7.0% | +25.6% |
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