-38.8%
DOCS vs FFIV
+71.3%
-110.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | -0.6% | -4.2% | +3.6% | +1.4% |
| 30D | +6.3% | -33.9% | +40.2% | +26.5% |
| 3M | +26.5% | -22.6% | +49.1% | +37.7% |
| 6M | +24.8% | -10.4% | +35.2% | +22.0% |
| YTD | -26.8% | +24.3% | -51.1% | -42.4% |
| 1Y | -38.3% | +31.8% | -70.1% | -53.4% |
| 3Y | +36.0% | +99.5% | -63.5% | -26.6% |
| 5Y | -55.0% | +40.7% | -95.7% | -71.6% |
| All | -38.8% | +71.3% | -110.1% | -57.3% |
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