+70.5%
DOCN vs FTI
+752.2%
-681.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.6% |
| 7D | -19.2% | -7.6% | -11.5% | -17.1% |
| 30D | -43.1% | -7.1% | -35.9% | -41.7% |
| 3M | -40.7% | -8.7% | -32.0% | -39.2% |
| 6M | -55.0% | -14.0% | -41.0% | -53.2% |
| YTD | +50.6% | +42.8% | +7.8% | +36.5% |
| 1Y | +54.0% | +50.4% | +3.6% | +37.6% |
| 3Y | +203.9% | +194.1% | +9.8% | +127.2% |
| 5Y | -29.4% | +775.2% | -804.6% | -61.1% |
| All | +70.5% | +752.2% | -681.7% | -12.1% |
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