+192.3%
FN vs DOC
-22.8%
+215.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.1% | -9.1% | -6.9% |
| 7D | -7.0% | +8.7% | -15.7% | -9.3% |
| 30D | -24.7% | +7.6% | -32.4% | -26.7% |
| 3M | -35.7% | -5.3% | -30.4% | -34.8% |
| 6M | -52.4% | +27.6% | -80.0% | -57.2% |
| YTD | -25.0% | +32.4% | -57.4% | -33.5% |
| 1Y | -25.7% | +22.9% | -48.5% | -32.3% |
| 3Y | +110.2% | +43.1% | +67.1% | +73.2% |
| 5Y | +192.3% | -21.4% | +213.7% | +234.1% |
| All | +192.3% | -22.8% | +215.2% | +234.1% |
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