-38.7%
DOCS vs FDS
+5.0%
-43.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -0.1% |
| 7D | -0.8% | -0.5% | -0.3% | -0.5% |
| 30D | +17.4% | +20.2% | -2.8% | +6.5% |
| 3M | +57.4% | +19.9% | +37.5% | +43.5% |
| 6M | +26.5% | +56.2% | -29.6% | +1.0% |
| YTD | -26.6% | +14.6% | -41.1% | -33.2% |
| 1Y | -48.1% | +31.6% | -79.6% | -56.3% |
| 3Y | +52.6% | -23.8% | +76.5% | +67.7% |
| 5Y | -52.1% | -22.6% | -29.5% | -49.6% |
| All | -38.7% | +5.0% | -43.6% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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