+66.4%
DOCN vs FITB
+78.9%
-12.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.3% | -13.5% | -14.4% |
| 7D | -29.3% | -1.8% | -27.5% | -28.3% |
| 30D | -46.0% | +4.8% | -50.8% | -47.5% |
| 3M | -43.2% | -6.4% | -36.8% | -40.8% |
| 6M | -53.7% | +7.9% | -61.6% | -56.5% |
| YTD | +46.9% | +17.0% | +29.9% | +29.2% |
| 1Y | +54.3% | +29.9% | +24.4% | +26.3% |
| 3Y | +185.5% | +124.8% | +60.7% | +68.9% |
| 5Y | -31.1% | +46.4% | -77.5% | -48.5% |
| All | +66.4% | +78.9% | -12.5% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling