+151.3%
FAST vs DOCN
+70.4%
+81.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -15.9% | +15.3% | +0.7% |
| 7D | +0.7% | -29.3% | +29.9% | +3.3% |
| 30D | +4.6% | -46.0% | +50.7% | +9.4% |
| 3M | +6.4% | -43.2% | +49.6% | +10.3% |
| 6M | +20.6% | -53.7% | +74.3% | +26.2% |
| YTD | +34.7% | +46.9% | -12.3% | +22.8% |
| 1Y | +29.7% | +54.3% | -24.7% | +17.4% |
| 3Y | +89.9% | +185.5% | -95.6% | +54.3% |
| 5Y | +105.0% | -31.1% | +136.1% | +76.5% |
| All | +151.3% | +70.4% | +81.0% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling