+25.7%
DOCN vs FPS
-25.1%
+50.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.0% | -4.5% | -0.7% |
| 7D | -19.2% | -24.5% | +5.4% | -8.9% |
| 30D | -43.1% | -52.1% | +9.0% | -22.3% |
| 3M | -40.7% | -48.4% | +7.7% | -22.6% |
| 6M | -55.0% | -54.4% | -0.6% | -38.6% |
| All | +25.7% | -25.1% | +50.8% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling