-37.4%
DOCS vs FLUT
-59.1%
+21.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -4.7% |
| 7D | -1.3% | +4.8% | -6.1% | -3.0% |
| 30D | +19.4% | +8.8% | +10.6% | +16.1% |
| 3M | +53.4% | -10.7% | +64.1% | +57.3% |
| 6M | +28.8% | -19.7% | +48.5% | +35.5% |
| YTD | -25.1% | -61.4% | +36.3% | -3.3% |
| 1Y | -48.1% | -61.6% | +13.5% | -33.4% |
| 3Y | +51.4% | -51.4% | +102.8% | +76.0% |
| 5Y | -51.1% | -51.0% | -0.1% | -47.0% |
| All | -37.4% | -59.1% | +21.7% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling