-37.4%
DOCS vs FITB
+73.2%
-110.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.4% |
| 7D | +0.1% | +0.8% | -0.8% | -0.3% |
| 30D | +8.7% | +7.3% | +1.3% | +5.3% |
| 3M | +32.9% | -6.3% | +39.2% | +36.7% |
| 6M | +25.5% | +12.6% | +13.0% | +18.1% |
| YTD | -25.0% | +18.0% | -43.0% | -31.9% |
| 1Y | -34.9% | +28.9% | -63.7% | -43.4% |
| 3Y | +39.3% | +139.4% | -100.1% | -12.8% |
| 5Y | -54.8% | +47.2% | -102.0% | -64.8% |
| All | -37.4% | +73.2% | -110.5% | -53.6% |
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