+70.5%
DOCN vs FLR
+126.2%
-55.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.8% | +1.2% |
| 7D | -19.2% | -0.8% | -18.3% | -18.6% |
| 30D | -43.1% | -9.1% | -33.9% | -40.5% |
| 3M | -40.7% | -4.7% | -36.0% | -39.9% |
| 6M | -55.0% | -14.2% | -40.7% | -53.1% |
| YTD | +50.6% | +17.3% | +33.3% | +39.2% |
| 1Y | +54.0% | +4.3% | +49.7% | +48.4% |
| 3Y | +203.9% | +30.7% | +173.2% | +163.1% |
| 5Y | -29.4% | +101.3% | -130.7% | -46.9% |
| All | +70.5% | +126.2% | -55.6% | +27.1% |
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