-38.0%
DOCS vs FTI
+602.4%
-640.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | 0.0% | -4.3% | +4.3% | +0.5% |
| 30D | +7.8% | -8.0% | +15.8% | +8.7% |
| 3M | +20.0% | -8.0% | +28.0% | +20.8% |
| 6M | +26.5% | -8.7% | +35.2% | +26.9% |
| YTD | -25.8% | +43.9% | -69.7% | -31.3% |
| 1Y | -39.5% | +49.8% | -89.3% | -44.4% |
| 3Y | +60.3% | +211.7% | -151.4% | +29.7% |
| 5Y | -57.0% | +781.6% | -838.6% | -70.6% |
| All | -38.0% | +602.4% | -640.4% | -61.5% |
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