+324.3%
DOCN vs FITB
+128.4%
+195.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | +1.1% | +0.6% | +0.5% | +0.6% |
| 30D | -9.6% | -4.7% | -4.9% | -6.2% |
| 3M | -37.7% | +6.7% | -44.4% | -41.5% |
| 6M | +115.2% | +12.6% | +102.7% | +92.7% |
| YTD | +133.7% | +19.1% | +114.6% | +95.4% |
| 1Y | +250.2% | +22.6% | +227.5% | +183.0% |
| All | +324.3% | +128.4% | +195.9% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling