-48.1%
DOCS vs FLR
-1.9%
-46.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.3% | -5.4% | -2.8% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | +17.4% | -9.1% | +26.5% | +20.0% |
| 3M | +57.4% | -4.7% | +62.0% | +59.6% |
| 6M | +26.5% | -14.2% | +40.8% | +29.3% |
| YTD | -26.6% | +17.3% | -43.9% | -27.8% |
| 1Y | -48.1% | +4.3% | -52.3% | -47.9% |
| All | -48.1% | -1.9% | -46.1% | -47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling