-97.6%
FCUV vs DOC
-3.7%
-93.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +3.1% | -10.6% | -8.0% |
| 7D | -8.6% | +8.7% | -17.3% | -9.8% |
| 30D | -25.9% | +7.6% | -33.6% | -26.9% |
| 3M | -69.8% | -5.3% | -64.5% | -69.5% |
| 6M | -31.6% | +27.6% | -59.2% | -35.8% |
| YTD | -90.1% | +32.4% | -122.5% | -90.9% |
| 1Y | -98.0% | +22.9% | -120.8% | -98.1% |
| 3Y | -99.5% | +43.1% | -142.6% | -99.6% |
| 5Y | -99.8% | -21.4% | -78.5% | -99.8% |
| 10Y | -99.2% | +16.8% | -116.0% | -99.2% |
| All | -97.6% | -3.7% | -93.9% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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