+4,333.2%
FFIV vs DOC
+704.5%
+3,628.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.6% | -1.5% |
| 7D | -9.8% | +8.7% | -18.5% | -12.4% |
| 30D | -28.1% | +7.6% | -35.7% | -29.8% |
| 3M | -20.0% | -5.3% | -14.8% | -18.8% |
| 6M | -0.1% | +27.6% | -27.7% | -8.9% |
| YTD | +29.2% | +32.4% | -3.2% | +15.9% |
| 1Y | +36.6% | +22.9% | +13.7% | +25.5% |
| 3Y | +114.0% | +43.1% | +70.9% | +83.2% |
| 5Y | +48.1% | -21.4% | +69.5% | +54.2% |
| 10Y | +142.9% | +16.8% | +126.1% | +106.3% |
| All | +4,333.2% | +704.5% | +3,628.8% | +1,729.4% |
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