-73.2%
DOCS vs FND
-60.2%
-13.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.5% |
| 7D | -1.4% | -5.2% | +3.8% | +0.7% |
| 30D | +21.8% | -19.9% | +41.7% | +34.3% |
| 3M | +27.3% | +2.7% | +24.6% | +24.4% |
| 6M | -0.3% | -21.7% | +21.3% | +8.4% |
| YTD | -40.5% | -17.5% | -23.0% | -38.0% |
| 1Y | -61.5% | -39.3% | -22.2% | -53.9% |
| 3Y | +8.2% | -49.8% | +57.9% | +27.6% |
| All | -73.2% | -60.2% | -13.0% | -64.0% |
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