+66.4%
DOCN vs FLR
+118.9%
-52.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.5% | -10.3% | -13.7% |
| 7D | -29.3% | -5.4% | -23.9% | -27.5% |
| 30D | -46.0% | -13.5% | -32.5% | -42.6% |
| 3M | -43.2% | -10.8% | -32.4% | -40.9% |
| 6M | -53.7% | -15.1% | -38.6% | -51.5% |
| YTD | +46.9% | +13.5% | +33.4% | +37.5% |
| 1Y | +54.3% | -5.1% | +59.5% | +54.0% |
| 3Y | +185.5% | +22.7% | +162.8% | +152.5% |
| 5Y | -31.1% | +94.8% | -125.9% | -47.5% |
| All | +66.4% | +118.9% | -52.5% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling