-31.1%
DOCN vs FLR
+113.3%
-144.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.5% | -10.3% | -13.5% |
| 7D | -29.3% | -5.4% | -23.9% | -27.3% |
| 30D | -46.0% | -13.5% | -32.5% | -42.1% |
| 3M | -43.2% | -10.8% | -32.4% | -40.7% |
| 6M | -53.7% | -15.1% | -38.6% | -51.4% |
| YTD | +46.9% | +13.5% | +33.4% | +35.8% |
| 1Y | +54.3% | -5.1% | +59.5% | +53.5% |
| 3Y | +185.5% | +22.7% | +162.8% | +143.3% |
| 5Y | -31.1% | +94.8% | -125.9% | -53.0% |
| All | -31.1% | +113.3% | -144.4% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling