+447.4%
FLR vs DOC
+645.6%
-198.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.5% |
| 7D | +5.4% | -1.5% | +6.9% | +6.2% |
| 30D | +11.4% | -4.8% | +16.1% | +14.0% |
| 3M | +11.4% | +6.9% | +4.5% | +7.4% |
| 6M | +16.6% | +20.7% | -4.1% | +5.1% |
| YTD | +41.7% | +34.1% | +7.6% | +21.1% |
| 1Y | +35.4% | +22.6% | +12.8% | +20.3% |
| 3Y | +57.3% | +20.8% | +36.5% | +37.5% |
| 5Y | +241.0% | -24.9% | +265.8% | +269.0% |
| 10Y | +16.6% | -1.8% | +18.5% | +5.5% |
| All | +447.4% | +645.6% | -198.2% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling