+97.7%
DOCN vs FTV
+36.1%
+61.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.3% | -9.5% | -9.4% |
| 7D | -20.0% | +6.6% | -26.6% | -25.1% |
| 30D | -38.8% | +19.1% | -57.9% | -48.6% |
| 3M | -34.8% | +13.1% | -47.9% | -42.8% |
| 6M | -22.8% | +14.0% | -36.8% | -34.7% |
| YTD | +74.6% | +24.2% | +50.4% | +31.0% |
| 1Y | +116.4% | +36.4% | +80.1% | +45.0% |
| 3Y | +239.3% | +39.3% | +200.0% | +119.1% |
| 5Y | -20.2% | +18.7% | -38.9% | -43.2% |
| All | +97.7% | +36.1% | +61.6% | +35.5% |
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