+134.7%
FAST vs DOCS
-15.8%
+150.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.7% | +1.3% |
| 7D | +3.4% | +1.2% | +2.2% | +3.3% |
| 30D | +5.5% | +21.3% | -15.8% | +4.2% |
| 3M | +7.6% | +58.4% | -50.8% | +4.1% |
| 6M | +19.8% | +39.3% | -19.5% | +16.4% |
| YTD | +35.5% | -21.7% | +57.2% | +36.6% |
| 1Y | +31.6% | -47.3% | +78.9% | +36.3% |
| 3Y | +91.0% | +58.2% | +32.9% | +77.1% |
| 5Y | +105.1% | -52.3% | +157.4% | +97.0% |
| All | +134.7% | -15.8% | +150.4% | +122.3% |
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