+103.1%
DOCN vs FTI
+789.0%
-685.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.1% | -6.2% | -4.8% |
| 7D | +19.1% | +4.3% | +14.8% | +17.7% |
| 30D | -21.0% | -4.7% | -16.4% | -19.8% |
| 3M | -34.7% | -13.5% | -21.2% | -32.0% |
| 6M | -45.8% | -8.7% | -37.1% | -44.6% |
| YTD | +79.4% | +49.0% | +30.4% | +60.6% |
| 1Y | +91.0% | +54.0% | +37.0% | +69.4% |
| 3Y | +237.5% | +211.6% | +25.8% | +148.7% |
| 5Y | -30.4% | +881.9% | -912.3% | -62.4% |
| All | +103.1% | +789.0% | -685.9% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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