+70.5%
DOCN vs FTV
+30.2%
+40.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -19.2% | +0.2% | -19.4% | -19.0% |
| 30D | -43.1% | +15.7% | -58.7% | -50.5% |
| 3M | -40.7% | +7.5% | -48.2% | -45.0% |
| 6M | -55.0% | +8.5% | -63.4% | -59.9% |
| YTD | +50.6% | +18.8% | +31.8% | +18.7% |
| 1Y | +54.0% | +28.5% | +25.4% | +10.2% |
| 3Y | +203.9% | +34.0% | +169.9% | +104.7% |
| 5Y | -29.4% | +12.6% | -42.0% | -47.0% |
| All | +70.5% | +30.2% | +40.4% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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