-50.3%
DOCS vs FLUT
-50.6%
+0.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.1% |
| 7D | -1.4% | -1.6% | +0.2% | -1.0% |
| 30D | +21.8% | +7.7% | +14.1% | +18.8% |
| 3M | +27.3% | -0.7% | +28.0% | +26.6% |
| 6M | -0.3% | -11.2% | +10.8% | +2.1% |
| YTD | -40.5% | -53.4% | +13.0% | -27.0% |
| 1Y | -61.5% | -65.8% | +4.2% | -48.7% |
| 3Y | +8.2% | -44.9% | +53.1% | +21.4% |
| 5Y | -73.4% | -49.7% | -23.7% | -71.9% |
| All | -50.3% | -50.6% | +0.3% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling