-51.0%
FLUT vs DOC
-22.1%
-29.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | +4.8% | +6.2% | -1.5% | +3.4% |
| 30D | +8.8% | +6.5% | +2.3% | +7.3% |
| 3M | -10.7% | -6.2% | -4.5% | -9.5% |
| 6M | -19.7% | +25.6% | -45.3% | -24.1% |
| YTD | -61.4% | +32.1% | -93.5% | -64.2% |
| 1Y | -61.6% | +20.3% | -81.9% | -63.5% |
| 3Y | -51.4% | +42.7% | -94.1% | -57.5% |
| 5Y | -51.0% | -22.2% | -28.9% | -52.1% |
| All | -51.0% | -22.1% | -29.0% | -52.1% |
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 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