+152.8%
FAST vs DOCN
+102.5%
+50.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.2% | +8.8% | +2.3% |
| 7D | +3.4% | -20.0% | +23.5% | +5.2% |
| 30D | +5.5% | -38.8% | +44.3% | +9.4% |
| 3M | +7.6% | -34.8% | +42.4% | +10.5% |
| 6M | +19.8% | -22.8% | +42.6% | +19.0% |
| YTD | +35.5% | +74.6% | -39.1% | +22.0% |
| 1Y | +31.6% | +116.4% | -84.8% | +15.4% |
| 3Y | +91.0% | +239.3% | -148.3% | +53.2% |
| 5Y | +105.1% | -20.2% | +125.3% | +74.6% |
| All | +152.8% | +102.5% | +50.4% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling