-48.1%
DOCS vs FND
-16.0%
-32.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -0.8% | +7.7% | -8.5% | -2.5% |
| 30D | +17.4% | +11.9% | +5.6% | +14.2% |
| 3M | +57.4% | -14.6% | +71.9% | +62.4% |
| 6M | +26.5% | +0.5% | +26.1% | +27.2% |
| YTD | -26.6% | -15.8% | -10.7% | -28.8% |
| 1Y | -48.1% | -12.9% | -35.1% | -51.2% |
| All | -48.1% | -16.0% | -32.1% | -51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling