+28.8%
DOCS vs FFIV
-5.7%
+34.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.2% | -5.1% |
| 7D | -1.3% | -14.2% | +12.9% | -3.6% |
| 30D | +19.4% | -33.6% | +53.0% | +11.1% |
| 3M | +53.4% | -24.2% | +77.6% | +50.4% |
| 6M | +28.8% | -8.3% | +37.0% | +40.2% |
| All | +28.8% | -5.7% | +34.5% | +40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling