-35.6%
DOCN vs FTI
+776.4%
-812.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.5% |
| 7D | -19.2% | -7.6% | -11.5% | -16.8% |
| 30D | -43.1% | -7.1% | -35.9% | -41.5% |
| 3M | -40.7% | -8.7% | -32.0% | -39.0% |
| 6M | -55.0% | -14.0% | -41.0% | -53.0% |
| YTD | +50.6% | +42.8% | +7.8% | +34.3% |
| 1Y | +54.0% | +50.4% | +3.6% | +35.0% |
| 3Y | +203.9% | +194.1% | +9.8% | +115.8% |
| All | -35.6% | +776.4% | -812.0% | -69.1% |
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 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