-52.3%
DOCS vs FN
+197.1%
-249.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.0% | +12.3% | +7.2% |
| 7D | +1.2% | -7.0% | +8.2% | +2.0% |
| 30D | +21.3% | -24.7% | +46.0% | +25.6% |
| 3M | +58.4% | -35.7% | +94.0% | +66.6% |
| 6M | +39.3% | -52.4% | +91.7% | +50.5% |
| YTD | -21.7% | -25.0% | +3.3% | -27.1% |
| 1Y | -47.3% | -25.7% | -21.7% | -51.4% |
| 3Y | +58.2% | +110.2% | -52.0% | -6.6% |
| 5Y | -52.3% | +192.3% | -244.6% | -77.9% |
| All | -52.3% | +197.1% | -249.3% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling