-61.5%
DOCS vs FTI
+108.8%
-170.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | -1.4% | +5.3% | -6.7% | -0.1% |
| 30D | +21.8% | +15.3% | +6.5% | +26.7% |
| 3M | +27.3% | +15.8% | +11.5% | +33.0% |
| 6M | -0.3% | +22.6% | -22.9% | +4.3% |
| YTD | -40.5% | +79.5% | -120.0% | -38.2% |
| 1Y | -61.5% | +102.0% | -163.6% | -60.9% |
| All | -61.5% | +108.8% | -170.3% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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