-52.3%
DOCS vs FE
+47.4%
-99.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.4% | +6.4% |
| 7D | +1.2% | +1.7% | -0.5% | +0.9% |
| 30D | +21.3% | +8.1% | +13.2% | +19.5% |
| 3M | +58.4% | -1.3% | +59.7% | +58.8% |
| 6M | +39.3% | +2.9% | +36.4% | +38.5% |
| YTD | -21.7% | +8.6% | -30.3% | -23.5% |
| 1Y | -47.3% | +6.3% | -53.7% | -48.3% |
| 3Y | +58.2% | +45.1% | +13.0% | +40.1% |
| 5Y | -52.3% | +47.1% | -99.4% | -56.1% |
| All | -52.3% | +47.4% | -99.7% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling