+117.6%
FAST vs DOCS
-36.0%
+153.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.5% | +0.9% |
| 7D | -0.4% | -1.4% | +1.1% | -0.3% |
| 30D | -0.8% | +21.8% | -22.6% | -2.3% |
| 3M | +5.8% | +27.3% | -21.5% | +3.8% |
| 6M | +8.0% | -0.3% | +8.3% | +7.2% |
| YTD | +25.6% | -40.5% | +66.1% | +28.9% |
| 1Y | +0.8% | -61.5% | +62.4% | +6.6% |
| 3Y | +86.1% | +8.2% | +77.9% | +77.0% |
| 5Y | +100.2% | -73.4% | +173.6% | +96.5% |
| All | +117.6% | -36.0% | +153.6% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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