-61.4%
FND vs DOC
-22.1%
-39.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +2.2% | +6.2% | -4.0% | -1.9% |
| 30D | +9.6% | +6.5% | +3.1% | +5.1% |
| 3M | -17.9% | -6.2% | -11.7% | -14.1% |
| 6M | +6.6% | +25.6% | -19.0% | -10.3% |
| YTD | -15.5% | +32.1% | -47.5% | -31.8% |
| 1Y | -16.2% | +20.3% | -36.5% | -27.6% |
| 3Y | -36.3% | +42.7% | -79.0% | -52.5% |
| 5Y | -61.4% | -22.2% | -39.2% | -50.5% |
| All | -61.4% | -22.1% | -39.3% | -50.5% |
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 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