-37.4%
DOCS vs FLR
+174.8%
-212.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.5% |
| 7D | +0.1% | +10.1% | -10.0% | -2.5% |
| 30D | +8.7% | -0.5% | +9.1% | +8.5% |
| 3M | +32.9% | -4.8% | +37.7% | +33.7% |
| 6M | +25.5% | +10.7% | +14.8% | +21.4% |
| YTD | -25.0% | +25.0% | -50.0% | -30.7% |
| 1Y | -34.9% | +8.3% | -43.1% | -37.6% |
| 3Y | +39.3% | +36.8% | +2.5% | +10.3% |
| 5Y | -54.8% | +121.8% | -176.6% | -71.9% |
| All | -37.4% | +174.8% | -212.2% | -64.9% |
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