-50.3%
DOCS vs FITB
+74.8%
-125.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.4% |
| 3M | +27.3% | +6.7% | +20.6% | +23.2% |
| 6M | -0.3% | +12.6% | -12.9% | -6.6% |
| YTD | -40.5% | +19.1% | -59.6% | -46.2% |
| 1Y | -61.5% | +22.6% | -84.2% | -65.8% |
| 3Y | +8.2% | +127.1% | -119.0% | -30.7% |
| 5Y | -73.4% | +71.8% | -145.2% | -80.6% |
| All | -50.3% | +74.8% | -125.1% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling