+54.3%
FLR vs DOC
+20.8%
+33.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.8% |
| 7D | +5.4% | -1.5% | +6.9% | +5.9% |
| 30D | +11.4% | -4.8% | +16.1% | +13.1% |
| 3M | +11.4% | +6.9% | +4.5% | +8.6% |
| 6M | +16.6% | +20.7% | -4.1% | +8.9% |
| YTD | +41.7% | +34.1% | +7.6% | +27.0% |
| 1Y | +35.4% | +22.6% | +12.8% | +24.8% |
| All | +54.3% | +20.8% | +33.6% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling