+55.8%
DOCS vs FTI
+182.6%
-126.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.2% | -3.8% |
| 7D | -1.3% | -8.0% | +6.7% | -0.4% |
| 30D | +19.4% | -11.9% | +31.3% | +21.1% |
| 3M | +53.4% | -11.0% | +64.4% | +54.9% |
| 6M | +28.8% | -17.8% | +46.6% | +31.4% |
| YTD | -25.1% | +38.5% | -63.6% | -33.3% |
| 1Y | -48.1% | +45.9% | -94.1% | -54.5% |
| All | +55.8% | +182.6% | -126.8% | +13.5% |
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 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