+60.1%
DOCN vs FLUT
-50.4%
+110.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +3.6% |
| 7D | +1.1% | -1.6% | +2.8% | +1.6% |
| 30D | -9.6% | +7.7% | -17.4% | -13.3% |
| 3M | -37.7% | -0.7% | -37.0% | -39.8% |
| 6M | +115.2% | -11.2% | +126.4% | +116.1% |
| YTD | +133.7% | -53.4% | +187.2% | +210.0% |
| 1Y | +250.2% | -65.8% | +315.9% | +434.2% |
| 3Y | +320.3% | -44.9% | +365.2% | +403.2% |
| All | +60.1% | -50.4% | +110.4% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling