+66.4%
DOCN vs FTI
+726.3%
-660.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.5% | -11.3% | -14.5% |
| 7D | -29.3% | -8.0% | -21.3% | -27.5% |
| 30D | -46.0% | -11.9% | -34.2% | -43.9% |
| 3M | -43.2% | -11.0% | -32.2% | -41.3% |
| 6M | -53.7% | -17.8% | -35.9% | -51.3% |
| YTD | +46.9% | +38.5% | +8.4% | +34.3% |
| 1Y | +54.3% | +45.9% | +8.4% | +39.1% |
| 3Y | +185.5% | +181.8% | +3.7% | +115.9% |
| 5Y | -31.1% | +748.6% | -779.7% | -61.7% |
| All | +66.4% | +726.3% | -660.0% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling