+106.2%
FLR vs DOC
-21.9%
+128.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.9% |
| 7D | +1.4% | +8.7% | -7.4% | -1.6% |
| 30D | -5.9% | +7.6% | -13.6% | -8.6% |
| 3M | -7.6% | -5.3% | -2.4% | -6.0% |
| 6M | -9.3% | +27.6% | -36.9% | -18.4% |
| YTD | +20.1% | +32.4% | -12.3% | +6.1% |
| 1Y | +3.0% | +22.9% | -19.9% | -6.3% |
| 3Y | +29.9% | +43.1% | -13.2% | +7.0% |
| All | +106.2% | -21.9% | +128.1% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling