+8.1%
FPS vs DOCS
-23.7%
+31.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.2% | +1.9% |
| 7D | +3.1% | -1.4% | +4.5% | +2.8% |
| 30D | -18.6% | +21.8% | -40.4% | -15.0% |
| 3M | -51.5% | +27.3% | -78.8% | -48.2% |
| 6M | -8.5% | -0.3% | -8.2% | -11.0% |
| All | +8.1% | -23.7% | +31.8% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling