+196.4%
DOCN vs FTV
+33.3%
+163.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.3% | -11.6% | -12.6% |
| 7D | -29.3% | -0.6% | -28.6% | -28.6% |
| 30D | -46.0% | +13.0% | -59.0% | -50.7% |
| 3M | -43.2% | +6.8% | -50.0% | -45.9% |
| 6M | -53.7% | +8.0% | -61.8% | -57.5% |
| YTD | +46.9% | +18.9% | +28.0% | +21.1% |
| 1Y | +54.3% | +30.8% | +23.5% | +14.1% |
| All | +196.4% | +33.3% | +163.2% | +143.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling