+3,078.0%
FN vs DOC
+62.6%
+3,015.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.1% | -9.1% | -7.0% |
| 7D | -7.0% | +8.7% | -15.7% | -9.7% |
| 30D | -24.7% | +7.6% | -32.4% | -26.9% |
| 3M | -35.7% | -5.3% | -30.4% | -34.9% |
| 6M | -52.4% | +27.6% | -80.0% | -57.1% |
| YTD | -25.0% | +32.4% | -57.4% | -33.4% |
| 1Y | -25.7% | +22.9% | -48.5% | -32.3% |
| 3Y | +110.2% | +43.1% | +67.1% | +77.5% |
| 5Y | +192.3% | -21.4% | +213.7% | +204.0% |
| 10Y | +812.3% | +16.8% | +795.4% | +658.7% |
| All | +3,078.0% | +62.6% | +3,015.5% | +1,880.6% |
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