+8.9%
DOCS vs FITB
+128.4%
-119.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -1.4% | +0.6% | -2.0% | -1.7% |
| 30D | +21.8% | -4.7% | +26.6% | +24.1% |
| 3M | +27.3% | +6.7% | +20.6% | +23.6% |
| 6M | -0.3% | +12.6% | -12.9% | -5.9% |
| YTD | -40.5% | +19.1% | -59.6% | -45.8% |
| 1Y | -61.5% | +22.6% | -84.2% | -65.6% |
| All | +8.9% | +128.4% | -119.5% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling