+8.6%
FLR vs DOC
+14.9%
-6.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.4% |
| 7D | -5.4% | +6.2% | -11.7% | -8.0% |
| 30D | -13.5% | +6.5% | -20.0% | -16.3% |
| 3M | -10.8% | -6.2% | -4.6% | -8.5% |
| 6M | -15.1% | +25.6% | -40.7% | -25.0% |
| YTD | +13.5% | +32.1% | -18.6% | -2.5% |
| 1Y | -5.1% | +20.3% | -25.4% | -14.9% |
| 3Y | +22.7% | +42.7% | -20.0% | -1.7% |
| 5Y | +94.8% | -22.2% | +117.0% | +108.1% |
| All | +8.6% | +14.9% | -6.3% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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