+66.4%
DOCN vs FLUT
-63.6%
+130.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +1.4% | -17.3% | -16.3% |
| 7D | -29.3% | +4.8% | -34.1% | -30.6% |
| 30D | -46.0% | +8.8% | -54.8% | -47.9% |
| 3M | -43.2% | -10.7% | -32.5% | -42.6% |
| 6M | -53.7% | -19.7% | -34.0% | -52.6% |
| YTD | +46.9% | -61.4% | +108.3% | +102.8% |
| 1Y | +54.3% | -61.6% | +116.0% | +112.7% |
| 3Y | +185.5% | -51.4% | +236.9% | +249.9% |
| 5Y | -31.1% | -51.0% | +19.9% | -25.7% |
| All | +66.4% | -63.6% | +130.0% | +98.9% |
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