+60.1%
DOCN vs FLR
+242.2%
-182.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.7% |
| 7D | +1.1% | +5.4% | -4.3% | -1.1% |
| 30D | -9.6% | +11.4% | -21.0% | -14.5% |
| 3M | -37.7% | +11.4% | -49.1% | -41.1% |
| 6M | +115.2% | +16.6% | +98.6% | +96.5% |
| YTD | +133.7% | +41.7% | +92.0% | +96.6% |
| 1Y | +250.2% | +35.4% | +214.7% | +199.3% |
| 3Y | +320.3% | +57.3% | +263.0% | +225.5% |
| All | +60.1% | +242.2% | -182.2% | -12.0% |
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