+70.5%
DOCN vs FLUT
-64.2%
+134.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.0% |
| 7D | -19.2% | -1.1% | -18.1% | -19.0% |
| 30D | -43.1% | +7.7% | -50.8% | -44.8% |
| 3M | -40.7% | -12.2% | -28.5% | -39.7% |
| 6M | -55.0% | -17.6% | -37.4% | -54.4% |
| YTD | +50.6% | -62.0% | +112.6% | +108.9% |
| 1Y | +54.0% | -62.3% | +116.2% | +113.3% |
| 3Y | +203.9% | -52.0% | +255.9% | +273.5% |
| 5Y | -29.4% | -51.8% | +22.4% | -23.4% |
| All | +70.5% | -64.2% | +134.7% | +104.9% |
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