+338.4%
FLR vs DOC
+634.1%
-295.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.4% |
| 7D | -5.4% | +6.2% | -11.7% | -8.1% |
| 30D | -13.5% | +6.5% | -20.0% | -16.4% |
| 3M | -10.8% | -6.2% | -4.6% | -8.5% |
| 6M | -15.1% | +25.6% | -40.7% | -25.2% |
| YTD | +13.5% | +32.1% | -18.6% | -2.8% |
| 1Y | -5.1% | +20.3% | -25.4% | -15.1% |
| 3Y | +22.7% | +42.7% | -20.0% | -1.4% |
| 5Y | +94.8% | -22.2% | +117.0% | +106.3% |
| 10Y | +8.7% | +16.5% | -7.8% | -9.4% |
| All | +338.4% | +634.1% | -295.6% | +42.6% |
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