+74,726.3%
FAST vs DOC
+2,934.4%
+71,791.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.6% |
| 7D | +3.4% | +8.7% | -5.3% | +0.5% |
| 30D | +5.5% | +7.6% | -2.1% | +2.8% |
| 3M | +7.6% | -5.3% | +12.8% | +9.3% |
| 6M | +19.8% | +27.6% | -7.8% | +9.0% |
| YTD | +35.5% | +32.4% | +3.1% | +21.2% |
| 1Y | +31.6% | +22.9% | +8.8% | +20.7% |
| 3Y | +91.0% | +43.1% | +47.9% | +63.2% |
| 5Y | +105.1% | -21.4% | +126.5% | +113.8% |
| 10Y | +598.2% | +16.8% | +581.4% | +485.9% |
| All | +74,726.3% | +2,934.4% | +71,791.9% | +27,713.7% |
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