-50.3%
DOCS vs FDS
-3.3%
-47.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -0.9% |
| 7D | -1.4% | -1.9% | +0.5% | -0.4% |
| 30D | +21.8% | +9.0% | +12.8% | +17.2% |
| 3M | +27.3% | +18.9% | +8.4% | +16.6% |
| 6M | -0.3% | +35.1% | -35.5% | -14.4% |
| YTD | -40.5% | +5.5% | -46.0% | -43.2% |
| 1Y | -61.5% | -16.8% | -44.7% | -58.9% |
| 3Y | +8.2% | -28.1% | +36.2% | +22.5% |
| 5Y | -73.4% | -17.4% | -56.0% | -67.5% |
| All | -50.3% | -3.3% | -47.0% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling