-51.1%
DOCS vs FND
-60.2%
+9.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.7% | -2.8% |
| 7D | -1.3% | +2.2% | -3.6% | -2.4% |
| 30D | +19.4% | +9.6% | +9.8% | +14.4% |
| 3M | +53.4% | -17.9% | +71.3% | +66.4% |
| 6M | +28.8% | +6.6% | +22.2% | +22.8% |
| YTD | -25.1% | -15.5% | -9.6% | -23.2% |
| 1Y | -48.1% | -16.2% | -31.9% | -46.7% |
| 3Y | +51.4% | -36.3% | +87.6% | +54.2% |
| 5Y | -51.1% | -61.4% | +10.3% | -28.5% |
| All | -51.1% | -60.2% | +9.1% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling