+55.8%
DOCS vs FLR
+23.3%
+32.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.2% | -3.4% |
| 7D | -1.3% | -5.4% | +4.1% | -0.4% |
| 30D | +19.4% | -13.5% | +32.9% | +22.3% |
| 3M | +53.4% | -10.8% | +64.2% | +56.4% |
| 6M | +28.8% | -15.1% | +43.9% | +31.4% |
| YTD | -25.1% | +13.5% | -38.6% | -26.7% |
| 1Y | -48.1% | -5.1% | -43.0% | -48.0% |
| All | +55.8% | +23.3% | +32.4% | +9.3% |
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