+94.6%
FAST vs DOC
+43.5%
+51.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.0% |
| 7D | +3.4% | +8.7% | -5.3% | +1.7% |
| 30D | +5.5% | +7.6% | -2.1% | +3.9% |
| 3M | +7.6% | -5.3% | +12.8% | +8.6% |
| 6M | +19.8% | +27.6% | -7.8% | +13.2% |
| YTD | +35.5% | +32.4% | +3.1% | +26.2% |
| 1Y | +31.6% | +22.9% | +8.8% | +25.0% |
| All | +94.6% | +43.5% | +51.0% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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