+164.6%
DOCN vs FTV
+13.4%
+151.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.8% |
| 7D | +1.1% | -4.5% | +5.6% | +5.8% |
| 30D | -9.6% | -7.1% | -2.6% | -2.9% |
| 3M | -37.7% | -7.2% | -30.5% | -34.9% |
| 6M | +115.2% | -1.5% | +116.7% | +111.8% |
| YTD | +133.7% | +3.5% | +130.3% | +111.7% |
| 1Y | +250.2% | +20.3% | +229.8% | +162.8% |
| 3Y | +320.3% | -3.1% | +323.4% | +307.9% |
| 5Y | +53.1% | +2.3% | +50.8% | +29.3% |
| All | +164.6% | +13.4% | +151.3% | +119.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling