-37.4%
DOCS vs FN
+211.7%
-249.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -14.2% | +9.9% | -2.4% |
| 7D | -1.3% | -16.0% | +14.6% | +0.6% |
| 30D | +19.4% | -40.1% | +59.5% | +27.2% |
| 3M | +53.4% | -43.9% | +97.3% | +63.6% |
| 6M | +28.8% | -55.6% | +84.4% | +38.9% |
| YTD | -25.1% | -35.7% | +10.6% | -28.4% |
| 1Y | -48.1% | -39.8% | -8.3% | -50.0% |
| 3Y | +51.4% | +80.3% | -28.9% | -3.3% |
| 5Y | -51.1% | +143.3% | -194.4% | -75.6% |
| All | -37.4% | +211.7% | -249.1% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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