+97.7%
DOCN vs FN
+296.2%
-198.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -6.0% | -1.2% | -4.7% |
| 7D | -20.0% | -7.0% | -13.0% | -17.9% |
| 30D | -38.8% | -24.7% | -14.1% | -31.6% |
| 3M | -34.8% | -35.7% | +0.9% | -23.1% |
| 6M | -22.8% | -52.4% | +29.6% | -1.0% |
| YTD | +74.6% | -25.0% | +99.6% | +75.6% |
| 1Y | +116.4% | -25.7% | +142.1% | +117.0% |
| 3Y | +239.3% | +110.2% | +129.1% | +88.3% |
| 5Y | -20.2% | +192.3% | -212.6% | -66.5% |
| All | +97.7% | +296.2% | -198.5% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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