-38.7%
DOCS vs FITB
+70.4%
-109.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.7% |
| 7D | -0.8% | -1.5% | +0.8% | 0.0% |
| 30D | +17.4% | +5.8% | +11.6% | +14.6% |
| 3M | +57.4% | -6.1% | +63.5% | +61.7% |
| 6M | +26.5% | +5.9% | +20.6% | +22.5% |
| YTD | -26.6% | +16.1% | -42.7% | -32.8% |
| 1Y | -48.1% | +28.8% | -76.9% | -54.9% |
| 3Y | +52.6% | +126.0% | -73.4% | -1.7% |
| 5Y | -52.1% | +45.3% | -97.4% | -62.5% |
| All | -38.7% | +70.4% | -109.1% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling