-37.3%
DOCS vs FND
-49.4%
+12.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.8% |
| 7D | -4.2% | -4.4% | +0.2% | -2.3% |
| 30D | +8.6% | +14.5% | -5.9% | +2.0% |
| 3M | +27.2% | -15.6% | +42.8% | +35.8% |
| 6M | +26.5% | +4.7% | +21.8% | +21.7% |
| YTD | -25.0% | -16.1% | -8.8% | -22.8% |
| 1Y | -37.0% | -16.0% | -21.0% | -35.3% |
| 3Y | +39.4% | -35.5% | +74.9% | +40.8% |
| 5Y | -56.7% | -60.5% | +3.8% | -41.4% |
| All | -37.3% | -49.4% | +12.0% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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