-33.9%
FND vs DOC
+43.2%
-77.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +2.2% | +6.2% | -4.0% | -1.6% |
| 30D | +9.6% | +6.5% | +3.1% | +5.4% |
| 3M | -17.9% | -6.2% | -11.7% | -14.4% |
| 6M | +6.6% | +25.6% | -19.0% | -8.9% |
| YTD | -15.5% | +32.1% | -47.5% | -30.7% |
| 1Y | -16.2% | +20.3% | -36.5% | -26.5% |
| All | -33.9% | +43.2% | -77.0% | -49.5% |
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