+70.5%
DOCN vs FND
-46.8%
+117.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | -19.2% | +7.7% | -26.8% | -22.8% |
| 30D | -43.1% | +11.9% | -54.9% | -47.2% |
| 3M | -40.7% | -14.6% | -26.1% | -37.1% |
| 6M | -55.0% | +0.5% | -55.4% | -58.4% |
| YTD | +50.6% | -15.8% | +66.5% | +48.9% |
| 1Y | +54.0% | -12.9% | +66.9% | +47.4% |
| 3Y | +203.9% | -34.2% | +238.1% | +205.9% |
| 5Y | -29.4% | -61.6% | +32.2% | +8.8% |
| All | +70.5% | -46.8% | +117.4% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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