+198.1%
DOCN vs FN
+382.8%
-184.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.2% | +10.5% | +11.8% |
| 7D | +16.3% | +3.5% | +12.8% | +14.8% |
| 30D | +2.0% | -26.0% | +28.0% | +14.4% |
| 3M | -25.2% | -33.3% | +8.1% | -13.4% |
| 6M | +132.7% | -14.9% | +147.6% | +129.8% |
| YTD | +163.3% | -8.6% | +171.8% | +145.9% |
| 1Y | +280.3% | +12.3% | +268.0% | +220.4% |
| 3Y | +371.8% | +174.4% | +197.4% | +136.2% |
| 5Y | +87.1% | +296.4% | -209.3% | -28.0% |
| All | +198.1% | +382.8% | -184.7% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling