-51.1%
DOCS vs FTI
+732.9%
-784.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.2% | -3.7% |
| 7D | -1.3% | -8.0% | +6.7% | -0.3% |
| 30D | +19.4% | -11.9% | +31.3% | +21.2% |
| 3M | +53.4% | -11.0% | +64.4% | +55.1% |
| 6M | +28.8% | -17.8% | +46.6% | +31.2% |
| YTD | -25.1% | +38.5% | -63.6% | -30.8% |
| 1Y | -48.1% | +45.9% | -94.1% | -52.6% |
| 3Y | +51.4% | +181.8% | -130.5% | +21.9% |
| 5Y | -51.1% | +748.6% | -799.7% | -69.2% |
| All | -51.1% | +732.9% | -784.0% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling