+51.5%
DOCN vs FITB
+31.0%
+20.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.5% | +5.5% | +7.3% |
| 7D | -12.8% | -1.1% | -11.7% | -12.5% |
| 30D | -41.9% | +7.3% | -49.3% | -42.7% |
| 3M | -36.9% | -4.0% | -32.9% | -36.5% |
| 6M | -52.2% | +11.9% | -64.1% | -54.0% |
| YTD | +62.7% | +19.0% | +43.7% | +46.2% |
| All | +51.5% | +31.0% | +20.5% | +27.2% |
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