+111.4%
FN vs DOC
+43.5%
+67.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.1% | -9.1% | -6.5% |
| 7D | -7.0% | +8.7% | -15.7% | -8.3% |
| 30D | -24.7% | +7.6% | -32.4% | -25.8% |
| 3M | -35.7% | -5.3% | -30.4% | -34.9% |
| 6M | -52.4% | +27.6% | -80.0% | -55.9% |
| YTD | -25.0% | +32.4% | -57.4% | -31.2% |
| 1Y | -25.7% | +22.9% | -48.5% | -30.4% |
| All | +111.4% | +43.5% | +67.9% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling