-48.1%
DOCS vs FDS
+31.7%
-79.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.0% |
| 7D | -1.3% | +6.4% | -7.7% | -4.6% |
| 30D | +19.4% | +25.2% | -5.8% | +5.8% |
| 3M | +53.4% | +22.9% | +30.5% | +37.7% |
| 6M | +28.8% | +56.5% | -27.8% | +3.4% |
| YTD | -25.1% | +19.0% | -44.0% | -41.9% |
| 1Y | -48.1% | +32.7% | -80.9% | -56.2% |
| All | -48.1% | +31.7% | -79.8% | -56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling