-51.1%
DOCS vs FLUT
-52.8%
+1.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.9% |
| 3M | +53.4% | -10.7% | +64.1% | +57.4% |
| 6M | +28.8% | -19.7% | +48.5% | +35.7% |
| YTD | -25.1% | -61.4% | +36.3% | -2.3% |
| 1Y | -48.1% | -61.6% | +13.5% | -32.7% |
| 3Y | +51.4% | -51.4% | +102.8% | +76.4% |
| 5Y | -51.1% | -51.0% | -0.1% | -49.9% |
| All | -51.1% | -52.8% | +1.7% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling