-50.3%
DOCS vs FFIV
+110.8%
-161.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.3% | -2.5% |
| 7D | -1.4% | -1.0% | -0.5% | -1.0% |
| 30D | +21.8% | -5.1% | +26.9% | +23.9% |
| 3M | +27.3% | -4.5% | +31.7% | +28.0% |
| 6M | -0.3% | +36.5% | -36.8% | -20.3% |
| YTD | -40.5% | +53.0% | -93.5% | -56.1% |
| 1Y | -61.5% | +24.2% | -85.8% | -68.0% |
| 3Y | +8.2% | +137.2% | -129.0% | -43.9% |
| 5Y | -73.4% | +91.8% | -165.2% | -83.4% |
| All | -50.3% | +110.8% | -161.1% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling