+8.9%
DOCS vs FLR
+58.4%
-49.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.4% | -2.3% |
| 7D | -1.4% | +5.4% | -6.8% | -2.4% |
| 30D | +21.8% | +11.4% | +10.4% | +19.7% |
| 3M | +27.3% | +11.4% | +15.9% | +24.7% |
| 6M | -0.3% | +16.6% | -17.0% | -3.4% |
| YTD | -40.5% | +41.7% | -82.2% | -44.1% |
| 1Y | -61.5% | +35.4% | -97.0% | -63.7% |
| All | +8.9% | +58.4% | -49.5% | -21.5% |
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