+1,660.0%
FLUT vs DOC
+304.5%
+1,355.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.4% | -2.5% |
| 7D | +4.2% | +8.7% | -4.6% | +3.8% |
| 30D | +8.0% | +7.6% | +0.4% | +7.7% |
| 3M | -22.1% | -5.3% | -16.8% | -21.9% |
| 6M | -21.7% | +27.6% | -49.3% | -22.5% |
| YTD | -62.0% | +32.4% | -94.4% | -62.5% |
| 1Y | -63.2% | +22.9% | -86.0% | -63.5% |
| 3Y | -52.1% | +43.1% | -95.2% | -52.9% |
| 5Y | -52.9% | -21.4% | -31.5% | -53.1% |
| 10Y | -26.2% | +16.8% | -43.1% | -27.1% |
| All | +1,660.0% | +304.5% | +1,355.5% | +1,713.4% |
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