+164.6%
DOCN vs FN
+372.5%
-207.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.3% | +1.6% |
| 7D | +1.1% | -1.7% | +2.8% | +1.8% |
| 30D | -9.6% | -22.0% | +12.4% | -0.9% |
| 3M | -37.7% | -43.0% | +5.3% | -23.6% |
| 6M | +115.2% | -27.7% | +143.0% | +126.9% |
| YTD | +133.7% | -10.5% | +144.2% | +120.0% |
| 1Y | +250.2% | +12.5% | +237.7% | +194.2% |
| 3Y | +320.3% | +153.8% | +166.5% | +117.5% |
| 5Y | +53.1% | +288.0% | -234.9% | -40.6% |
| All | +164.6% | +372.5% | -207.8% | -6.7% |
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