-22.6%
FPS vs DOC
+26.1%
-48.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.1% | -20.4% | -16.6% |
| 7D | -23.3% | +8.7% | -32.1% | -22.1% |
| 30D | -42.4% | +7.6% | -50.1% | -41.4% |
| 3M | -43.0% | -5.3% | -37.8% | -41.7% |
| 6M | -44.5% | +27.6% | -72.1% | -48.5% |
| All | -22.6% | +26.1% | -48.8% | -28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling