+5,150.0%
FFIV vs DOC
+715.1%
+4,435.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -1.0% | -1.5% | +0.5% | -0.5% |
| 30D | -5.1% | -4.8% | -0.3% | -3.7% |
| 3M | -4.5% | +6.9% | -11.3% | -6.9% |
| 6M | +36.5% | +20.7% | +15.7% | +26.6% |
| YTD | +53.0% | +34.1% | +18.8% | +36.7% |
| 1Y | +24.2% | +22.6% | +1.6% | +14.2% |
| 3Y | +137.2% | +20.8% | +116.4% | +114.7% |
| 5Y | +91.8% | -24.9% | +116.6% | +102.8% |
| 10Y | +215.2% | -1.8% | +217.0% | +183.9% |
| All | +5,150.0% | +715.1% | +4,435.0% | +2,058.4% |
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