-37.1%
DOCS vs FTI
+627.4%
-664.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.6% | +0.2% |
| 7D | +2.6% | +4.3% | -1.8% | +2.0% |
| 30D | +11.4% | -4.7% | +16.1% | +11.9% |
| 3M | +25.4% | -13.5% | +38.9% | +27.4% |
| 6M | +42.5% | -8.7% | +51.3% | +43.1% |
| YTD | -24.7% | +49.0% | -73.7% | -30.6% |
| 1Y | -32.9% | +54.0% | -87.0% | -38.6% |
| 3Y | +39.6% | +211.6% | -172.0% | +12.9% |
| 5Y | -54.6% | +881.9% | -936.5% | -69.4% |
| All | -37.1% | +627.4% | -664.5% | -61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling