-48.1%
DOCS vs FFIV
+28.8%
-76.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.2% | -4.0% |
| 7D | -1.3% | -14.2% | +12.9% | -0.6% |
| 30D | +19.4% | -33.6% | +53.0% | +21.3% |
| 3M | +53.4% | -24.2% | +77.6% | +53.8% |
| 6M | +28.8% | -8.3% | +37.0% | +19.2% |
| YTD | -25.1% | +22.1% | -47.2% | -39.9% |
| 1Y | -48.1% | +26.5% | -74.6% | -59.5% |
| All | -48.1% | +28.8% | -76.9% | -59.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling