+762.4%
FLEX vs DOCN
+171.0%
+591.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.8% |
| 7D | -0.9% | +1.1% | -2.0% | -1.2% |
| 30D | -10.1% | -9.6% | -0.5% | -8.1% |
| 3M | -31.3% | -37.7% | +6.3% | -23.7% |
| 6M | +71.3% | +115.2% | -43.9% | +40.8% |
| YTD | +81.2% | +133.7% | -52.5% | +45.4% |
| 1Y | +98.5% | +250.2% | -151.7% | +45.1% |
| 3Y | +428.2% | +320.3% | +108.0% | +260.3% |
| 5Y | +657.3% | +53.1% | +604.2% | +464.0% |
| All | +762.4% | +171.0% | +591.4% | +531.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling