+87.1%
DOCN vs FLR
+145.5%
-58.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.5% |
| 7D | -12.1% | +5.1% | -17.2% | -13.5% |
| 30D | -41.0% | -0.5% | -40.5% | -40.5% |
| 3M | -38.7% | -3.5% | -35.2% | -37.6% |
| 6M | -51.5% | +16.5% | -68.0% | -54.5% |
| YTD | +65.3% | +27.3% | +38.0% | +48.0% |
| 1Y | +53.9% | +10.6% | +43.3% | +45.0% |
| 3Y | +215.6% | +39.4% | +176.2% | +166.3% |
| 5Y | -26.2% | +126.4% | -152.5% | -46.5% |
| All | +87.1% | +145.5% | -58.3% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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