-51.1%
DOCS vs FDS
-19.3%
-31.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.0% |
| 7D | -1.3% | +6.4% | -7.7% | -4.7% |
| 30D | +19.4% | +25.2% | -5.8% | +5.5% |
| 3M | +53.4% | +22.9% | +30.5% | +37.3% |
| 6M | +28.8% | +56.5% | -27.8% | +1.1% |
| YTD | -25.1% | +19.0% | -44.0% | -33.3% |
| 1Y | -48.1% | +32.7% | -80.9% | -56.9% |
| 3Y | +51.4% | -20.4% | +71.8% | +64.2% |
| 5Y | -51.1% | -19.6% | -31.5% | -50.1% |
| All | -51.1% | -19.3% | -31.8% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling