+84.2%
DOCN vs FLUT
-64.0%
+148.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.4% | +7.7% | +7.9% |
| 7D | -12.8% | -6.5% | -6.3% | -11.0% |
| 30D | -41.9% | +2.8% | -44.7% | -42.7% |
| 3M | -36.9% | -13.5% | -23.5% | -35.5% |
| 6M | -52.2% | -19.0% | -33.3% | -51.3% |
| YTD | +62.7% | -61.9% | +124.6% | +125.5% |
| 1Y | +58.2% | -63.2% | +121.5% | +122.0% |
| 3Y | +219.5% | -46.0% | +265.5% | +274.8% |
| 5Y | -32.9% | -51.8% | +18.9% | -27.2% |
| All | +84.2% | -64.0% | +148.3% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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