+52.6%
DOCS vs FLR
+27.4%
+25.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.3% | -5.4% | -2.6% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | +17.4% | -9.1% | +26.5% | +19.2% |
| 3M | +57.4% | -4.7% | +62.0% | +59.0% |
| 6M | +26.5% | -14.2% | +40.8% | +28.8% |
| YTD | -26.6% | +17.3% | -43.9% | -28.6% |
| 1Y | -48.1% | +4.3% | -52.3% | -48.7% |
| 3Y | +52.6% | +30.7% | +21.9% | +6.4% |
| All | +52.6% | +27.4% | +25.2% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling