-51.1%
DOCS vs FLR
+113.3%
-164.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.2% | -3.0% |
| 7D | -1.3% | -5.4% | +4.1% | 0.0% |
| 30D | +19.4% | -13.5% | +32.9% | +23.4% |
| 3M | +53.4% | -10.8% | +64.2% | +57.8% |
| 6M | +28.8% | -15.1% | +43.9% | +32.3% |
| YTD | -25.1% | +13.5% | -38.6% | -28.7% |
| 1Y | -48.1% | -5.1% | -43.0% | -48.6% |
| 3Y | +51.4% | +22.7% | +28.7% | +23.5% |
| 5Y | -51.1% | +94.8% | -145.9% | -69.0% |
| All | -51.1% | +113.3% | -164.4% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling