-83.2%
FIG vs DOCS
-44.6%
-38.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.7% |
| 7D | -12.6% | 0.0% | -12.6% | -12.3% |
| 30D | -13.8% | +7.8% | -21.5% | -15.6% |
| 3M | -16.7% | +20.0% | -36.7% | -21.7% |
| 6M | -6.1% | +26.5% | -32.6% | -15.1% |
| YTD | -48.1% | -25.8% | -22.3% | -44.9% |
| 1Y | -56.2% | -39.5% | -16.7% | -50.4% |
| All | -83.2% | -44.6% | -38.6% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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