-80.8%
FIG vs DOC
+27.9%
-108.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.1% | +5.0% |
| 7D | -4.7% | +8.7% | -13.4% | -5.1% |
| 30D | +0.5% | +7.6% | -7.1% | +0.1% |
| 3M | -18.4% | -5.3% | -13.1% | -18.4% |
| 6M | +10.9% | +27.6% | -16.7% | +10.7% |
| YTD | -40.8% | +32.4% | -73.2% | -40.0% |
| 1Y | -51.7% | +22.9% | -74.6% | -52.2% |
| All | -80.8% | +27.9% | -108.7% | -78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling