+8.9%
DOCS vs FFIV
+136.9%
-127.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.3% | -2.6% |
| 7D | -1.4% | -1.0% | -0.5% | -1.1% |
| 30D | +21.8% | -5.1% | +26.9% | +23.3% |
| 3M | +27.3% | -4.5% | +31.7% | +27.8% |
| 6M | -0.3% | +36.5% | -36.8% | -16.5% |
| YTD | -40.5% | +53.0% | -93.5% | -53.2% |
| 1Y | -61.5% | +24.2% | -85.8% | -66.7% |
| All | +8.9% | +136.9% | -127.9% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling