+69,298.0%
FAST vs DOC
+2,974.4%
+66,323.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.4% |
| 7D | -0.4% | -1.5% | +1.1% | +0.1% |
| 30D | -0.8% | -4.8% | +4.0% | +0.8% |
| 3M | +5.8% | +6.9% | -1.1% | +3.1% |
| 6M | +8.0% | +20.7% | -12.8% | +0.1% |
| YTD | +25.6% | +34.1% | -8.5% | +12.1% |
| 1Y | +0.8% | +22.6% | -21.8% | -7.5% |
| 3Y | +86.1% | +20.8% | +65.3% | +68.3% |
| 5Y | +100.2% | -24.9% | +125.1% | +112.2% |
| 10Y | +494.2% | -1.8% | +496.0% | +431.4% |
| All | +69,298.0% | +2,974.4% | +66,323.6% | +25,626.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling