-53.7%
DOCN vs FLUT
-20.0%
-33.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +1.4% | -17.3% | -15.2% |
| 7D | -29.3% | +4.8% | -34.1% | -27.5% |
| 30D | -46.0% | +8.8% | -54.8% | -43.8% |
| 3M | -43.2% | -10.7% | -32.5% | -45.6% |
| 6M | -53.7% | -19.7% | -34.0% | -57.1% |
| All | -53.7% | -20.0% | -33.7% | -57.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling