-22.8%
DOCN vs FLUT
-22.9%
+0.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.3% | -4.8% | -8.2% |
| 7D | -20.0% | +4.2% | -24.2% | -18.2% |
| 30D | -38.8% | +8.0% | -46.8% | -36.3% |
| 3M | -34.8% | -22.1% | -12.7% | -41.1% |
| 6M | -22.8% | -21.7% | -1.1% | -28.5% |
| All | -22.8% | -22.9% | +0.2% | -28.5% |
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