+105.1%
FAST vs DOCS
-53.1%
+158.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.7% | +1.2% |
| 7D | +3.4% | +1.2% | +2.2% | +3.3% |
| 30D | +5.5% | +21.3% | -15.8% | +4.0% |
| 3M | +7.6% | +58.4% | -50.8% | +3.7% |
| 6M | +19.8% | +39.3% | -19.5% | +16.0% |
| YTD | +35.5% | -21.7% | +57.2% | +36.8% |
| 1Y | +31.6% | -47.3% | +78.9% | +37.2% |
| 3Y | +91.0% | +58.2% | +32.9% | +73.6% |
| 5Y | +105.1% | -52.3% | +157.4% | +95.4% |
| All | +105.1% | -53.1% | +158.3% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling