-38.8%
DOCS vs FLR
+179.9%
-218.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -0.6% | +5.1% | -5.7% | -1.9% |
| 30D | +6.3% | -0.5% | +6.8% | +6.1% |
| 3M | +26.5% | -3.5% | +30.0% | +26.9% |
| 6M | +24.8% | +16.5% | +8.3% | +19.3% |
| YTD | -26.8% | +27.3% | -54.1% | -32.6% |
| 1Y | -38.3% | +10.6% | -48.9% | -41.2% |
| 3Y | +36.0% | +39.4% | -3.3% | +7.2% |
| 5Y | -55.0% | +126.4% | -181.4% | -72.1% |
| All | -38.8% | +179.9% | -218.7% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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