-52.3%
DOCS vs FFIV
+48.7%
-101.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.8% | +6.6% |
| 7D | +1.2% | -9.8% | +11.0% | +6.4% |
| 30D | +21.3% | -28.1% | +49.4% | +39.8% |
| 3M | +58.4% | -20.0% | +78.4% | +69.6% |
| 6M | +39.3% | -0.1% | +39.4% | +26.9% |
| YTD | -21.7% | +29.2% | -50.9% | -41.1% |
| 1Y | -47.3% | +36.6% | -83.9% | -62.1% |
| 3Y | +58.2% | +114.0% | -55.8% | -25.7% |
| 5Y | -52.3% | +48.1% | -100.4% | -71.2% |
| All | -52.3% | +48.7% | -101.0% | -71.2% |
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