-79.1%
FIG vs DOCN
+298.1%
-377.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.2% | -4.4% |
| 7D | -16.3% | +1.1% | -17.4% | -16.3% |
| 30D | -14.3% | -9.6% | -4.7% | -14.2% |
| 3M | +7.2% | -37.7% | +44.8% | +9.9% |
| 6M | -18.6% | +115.2% | -133.8% | -27.0% |
| YTD | -35.5% | +133.7% | -169.2% | -42.5% |
| 1Y | -55.8% | +250.2% | -305.9% | -59.4% |
| All | -79.1% | +298.1% | -377.2% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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