-84.0%
FIG vs DOC
+27.6%
-111.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.2% | -16.4% | -16.7% |
| 7D | -17.4% | +6.2% | -23.6% | -17.7% |
| 30D | -15.9% | +6.5% | -22.4% | -16.3% |
| 3M | -34.5% | -6.2% | -28.3% | -34.5% |
| 6M | -5.0% | +25.6% | -30.6% | -5.1% |
| YTD | -50.7% | +32.1% | -82.7% | -50.0% |
| 1Y | -58.1% | +20.3% | -78.4% | -58.8% |
| All | -84.0% | +27.6% | -111.6% | -81.6% |
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