+110.6%
FE vs DOC
+19.9%
+90.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -1.2% |
| 7D | +1.7% | +8.7% | -7.1% | -1.6% |
| 30D | +8.1% | +7.6% | +0.5% | +5.0% |
| 3M | -1.3% | -5.3% | +4.0% | +0.5% |
| 6M | +2.9% | +27.6% | -24.7% | -7.6% |
| YTD | +8.6% | +32.4% | -23.9% | -4.5% |
| 1Y | +6.3% | +22.9% | -16.5% | -3.7% |
| 3Y | +45.1% | +43.1% | +2.0% | +19.9% |
| 5Y | +47.1% | -21.4% | +68.5% | +56.3% |
| 10Y | +110.6% | +16.8% | +93.8% | +79.1% |
| All | +110.6% | +19.9% | +90.7% | +79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling