-59.9%
FND vs DOC
-24.5%
-35.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +3.0% |
| 7D | -5.2% | -1.5% | -3.7% | -4.3% |
| 30D | -19.9% | -4.8% | -15.1% | -17.1% |
| 3M | +2.7% | +6.9% | -4.2% | -1.9% |
| 6M | -21.7% | +20.7% | -42.4% | -31.9% |
| YTD | -17.5% | +34.1% | -51.7% | -33.9% |
| 1Y | -39.3% | +22.6% | -61.9% | -48.2% |
| 3Y | -49.8% | +20.8% | -70.6% | -56.8% |
| All | -59.9% | -24.5% | -35.4% | -52.4% |
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