+425.5%
FLEX vs DOCN
+70.4%
+355.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -15.9% | +2.2% | -9.5% |
| 7D | -28.3% | -29.3% | +1.0% | -21.3% |
| 30D | -45.0% | -46.0% | +1.0% | -35.4% |
| 3M | -45.2% | -43.2% | -2.1% | -37.0% |
| 6M | -30.8% | -53.7% | +22.9% | -16.7% |
| YTD | +10.4% | +46.9% | -36.5% | -0.3% |
| 1Y | +2.3% | +54.3% | -52.1% | -8.8% |
| 3Y | +238.9% | +185.5% | +53.3% | +157.4% |
| 5Y | +386.0% | -31.1% | +417.1% | +318.2% |
| All | +425.5% | +70.4% | +355.2% | +333.1% |
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