-27.5%
DOCN vs FLR
+112.0%
-139.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -3.7% |
| 7D | +19.1% | +5.4% | +13.7% | +16.4% |
| 30D | -21.0% | +2.8% | -23.9% | -21.5% |
| 3M | -34.7% | -6.4% | -28.3% | -32.5% |
| 6M | -45.8% | +8.8% | -54.5% | -48.1% |
| YTD | +79.4% | +23.6% | +55.8% | +59.6% |
| 1Y | +91.0% | +13.8% | +77.2% | +75.7% |
| 3Y | +237.5% | +36.5% | +201.0% | +174.6% |
| All | -27.5% | +112.0% | -139.5% | -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