-38.7%
DOCS vs FND
-49.2%
+10.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -0.8% | +7.7% | -8.5% | -3.9% |
| 30D | +17.4% | +11.9% | +5.6% | +11.4% |
| 3M | +57.4% | -14.6% | +71.9% | +68.1% |
| 6M | +26.5% | +0.5% | +26.1% | +23.9% |
| YTD | -26.6% | -15.8% | -10.7% | -24.6% |
| 1Y | -48.1% | -12.9% | -35.1% | -47.6% |
| 3Y | +52.6% | -34.2% | +86.8% | +52.6% |
| 5Y | -52.1% | -61.6% | +9.5% | -33.9% |
| All | -38.7% | -49.2% | +10.5% | -22.6% |
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