-37.3%
DOCS vs FTI
+617.9%
-655.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.3% |
| 7D | -4.2% | +1.4% | -5.6% | -4.3% |
| 30D | +8.6% | -6.3% | +14.9% | +9.3% |
| 3M | +27.2% | -13.1% | +40.4% | +29.2% |
| 6M | +26.5% | -8.0% | +34.5% | +26.8% |
| YTD | -25.0% | +47.1% | -72.0% | -30.8% |
| 1Y | -37.0% | +50.7% | -87.7% | -42.1% |
| 3Y | +39.4% | +209.0% | -169.6% | +12.9% |
| 5Y | -56.7% | +847.0% | -903.7% | -70.6% |
| All | -37.3% | +617.9% | -655.2% | -61.2% |
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