-51.1%
FLUT vs DOC
-24.5%
-26.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.8% |
| 7D | -1.6% | -1.5% | -0.2% | -1.3% |
| 30D | +7.7% | -4.8% | +12.5% | +8.9% |
| 3M | -0.7% | +6.9% | -7.6% | -2.1% |
| 6M | -11.2% | +20.7% | -31.9% | -15.0% |
| YTD | -53.4% | +34.1% | -87.6% | -56.9% |
| 1Y | -65.8% | +22.6% | -88.4% | -67.5% |
| 3Y | -44.9% | +20.8% | -65.8% | -49.0% |
| All | -51.1% | -24.5% | -26.5% | -52.3% |
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