+40.6%
FFIV vs DOC
-22.1%
+62.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.2% | -5.4% |
| 7D | -14.2% | +6.2% | -20.5% | -15.8% |
| 30D | -33.6% | +6.5% | -40.1% | -34.8% |
| 3M | -24.2% | -6.2% | -18.0% | -22.9% |
| 6M | -8.3% | +25.6% | -33.9% | -15.4% |
| YTD | +22.1% | +32.1% | -9.9% | +10.1% |
| 1Y | +26.5% | +20.3% | +6.2% | +17.7% |
| 3Y | +102.3% | +42.7% | +59.6% | +70.6% |
| 5Y | +40.6% | -22.2% | +62.8% | +63.7% |
| All | +40.6% | -22.1% | +62.7% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling