-43.2%
DOCN vs FITB
-7.3%
-35.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.3% | -13.5% | -14.4% |
| 7D | -29.3% | -1.8% | -27.5% | -28.1% |
| 30D | -46.0% | +4.8% | -50.8% | -46.7% |
| 3M | -43.2% | -6.4% | -36.8% | -40.4% |
| All | -43.2% | -7.3% | -35.9% | -40.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling