-51.1%
DOCS vs FFIV
+39.3%
-90.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.2% | -1.6% |
| 7D | -1.3% | -14.2% | +12.9% | +6.3% |
| 30D | +19.4% | -33.6% | +53.0% | +43.6% |
| 3M | +53.4% | -24.2% | +77.6% | +68.7% |
| 6M | +28.8% | -8.3% | +37.0% | +23.0% |
| YTD | -25.1% | +22.1% | -47.2% | -42.0% |
| 1Y | -48.1% | +26.5% | -74.6% | -61.0% |
| 3Y | +51.4% | +102.3% | -51.0% | -26.8% |
| 5Y | -51.1% | +40.6% | -91.7% | -69.8% |
| All | -51.1% | +39.3% | -90.4% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling