+55.8%
DOCS vs FLUT
-51.2%
+107.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -4.7% |
| 7D | -1.3% | +4.8% | -6.1% | -2.9% |
| 30D | +19.4% | +8.8% | +10.6% | +16.2% |
| 3M | +53.4% | -10.7% | +64.1% | +57.0% |
| 6M | +28.8% | -19.7% | +48.5% | +35.1% |
| YTD | -25.1% | -61.4% | +36.3% | -5.9% |
| 1Y | -48.1% | -61.6% | +13.5% | -35.1% |
| All | +55.8% | -51.2% | +107.0% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling