-37.4%
DOCS vs FITB
+71.7%
-109.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.2% |
| 7D | -1.3% | -1.8% | +0.5% | -0.4% |
| 30D | +19.4% | +4.8% | +14.6% | +17.0% |
| 3M | +53.4% | -6.4% | +59.8% | +58.0% |
| 6M | +28.8% | +7.9% | +20.8% | +23.5% |
| YTD | -25.1% | +17.0% | -42.1% | -31.7% |
| 1Y | -48.1% | +29.9% | -78.1% | -55.2% |
| 3Y | +51.4% | +124.8% | -73.5% | -2.2% |
| 5Y | -51.1% | +46.4% | -97.5% | -61.8% |
| All | -37.4% | +71.7% | -109.1% | -53.5% |
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