+60.1%
DOCN vs FTI
+1,129.5%
-1,069.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | +1.1% | +5.3% | -4.1% | -0.5% |
| 30D | -9.6% | +15.3% | -25.0% | -13.6% |
| 3M | -37.7% | +15.8% | -53.5% | -40.6% |
| 6M | +115.2% | +22.6% | +92.6% | +101.6% |
| YTD | +133.7% | +79.5% | +54.2% | +94.9% |
| 1Y | +250.2% | +102.0% | +148.1% | +180.6% |
| 3Y | +320.3% | +315.8% | +4.5% | +173.0% |
| All | +60.1% | +1,129.5% | -1,069.4% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling