+105.1%
DOCN vs FTI
+777.3%
-672.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.3% | +8.3% | +9.2% |
| 7D | +3.7% | +1.4% | +2.3% | +3.6% |
| 30D | -33.7% | -6.3% | -27.4% | -32.3% |
| 3M | -27.9% | -13.1% | -14.8% | -24.9% |
| 6M | -46.4% | -8.0% | -38.5% | -45.4% |
| YTD | +81.1% | +47.1% | +34.1% | +62.8% |
| 1Y | +74.3% | +50.7% | +23.6% | +55.6% |
| 3Y | +245.8% | +209.0% | +36.9% | +155.7% |
| 5Y | -23.7% | +847.0% | -870.7% | -58.5% |
| All | +105.1% | +777.3% | -672.2% | +4.9% |
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