+8.9%
DOCS vs FE
+49.5%
-40.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | -1.4% | +1.9% | -3.4% | -1.5% |
| 30D | +21.8% | -1.2% | +23.0% | +21.9% |
| 3M | +27.3% | +3.5% | +23.8% | +27.2% |
| 6M | -0.3% | -6.1% | +5.7% | +0.1% |
| YTD | -40.5% | +7.6% | -48.1% | -41.3% |
| 1Y | -61.5% | +11.9% | -73.5% | -62.4% |
| All | +8.9% | +49.5% | -40.5% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 3y: compounded portfolio wealth divided by compounded FE 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…
3y analysis · Full analysis span regression · 6 months rolling