+28.8%
DOCS vs FDS
+51.7%
-23.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.0% |
| 7D | -1.3% | +6.4% | -7.7% | -5.5% |
| 30D | +19.4% | +25.2% | -5.8% | +1.7% |
| 3M | +53.4% | +22.9% | +30.5% | +32.7% |
| 6M | +28.8% | +56.5% | -27.8% | -7.9% |
| All | +28.8% | +51.7% | -23.0% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling