-62.7%
FND vs DOC
-22.8%
-39.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.1% | +7.8% | +8.7% |
| 7D | +12.3% | +8.7% | +3.6% | +6.1% |
| 30D | +14.7% | +7.6% | +7.1% | +9.2% |
| 3M | -12.0% | -5.3% | -6.7% | -8.6% |
| 6M | +10.8% | +27.6% | -16.8% | -7.8% |
| YTD | -12.3% | +32.4% | -44.7% | -29.3% |
| 1Y | -13.4% | +22.9% | -36.3% | -26.3% |
| 3Y | -33.9% | +43.1% | -77.0% | -50.7% |
| 5Y | -62.7% | -21.4% | -41.3% | -52.8% |
| All | -62.7% | -22.8% | -39.9% | -52.8% |
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