+25.0%
FLEX vs DOCN
+110.0%
-85.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -7.2% | -5.2% | -9.8% |
| 7D | -17.0% | -20.0% | +3.1% | -10.0% |
| 30D | -33.8% | -38.8% | +4.9% | -21.8% |
| 3M | -39.0% | -34.8% | -4.2% | -30.1% |
| 6M | -15.9% | -22.8% | +6.9% | -7.8% |
| YTD | +27.8% | +74.6% | -46.8% | +5.1% |
| 1Y | +25.0% | +116.4% | -91.5% | -5.9% |
| All | +25.0% | +110.0% | -85.1% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling