+8.9%
DOCS vs FN
+158.4%
-149.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.1% | -5.9% | -3.0% |
| 7D | -1.4% | -1.7% | +0.3% | -1.3% |
| 30D | +21.8% | -22.0% | +43.8% | +23.8% |
| 3M | +27.3% | -43.0% | +70.3% | +32.5% |
| 6M | -0.3% | -27.7% | +27.4% | -1.6% |
| YTD | -40.5% | -10.5% | -30.0% | -44.4% |
| 1Y | -61.5% | +12.5% | -74.0% | -66.4% |
| All | +8.9% | +158.4% | -149.4% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling