+36.0%
DOCS vs FTI
+209.3%
-173.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -0.6% | -3.3% | +2.7% | -0.2% |
| 30D | +6.3% | -7.2% | +13.5% | +7.0% |
| 3M | +26.5% | -12.9% | +39.4% | +28.2% |
| 6M | +24.8% | -7.9% | +32.7% | +24.8% |
| YTD | -26.8% | +45.2% | -71.9% | -34.7% |
| 1Y | -38.3% | +48.1% | -86.4% | -45.2% |
| 3Y | +36.0% | +205.0% | -168.9% | -1.6% |
| All | +36.0% | +209.3% | -173.2% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling