-32.8%
FPS vs DOCS
-5.9%
-26.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.0% | +9.0% | +6.5% |
| 7D | -24.5% | -0.8% | -23.8% | -24.4% |
| 30D | -52.1% | +17.4% | -69.5% | -50.1% |
| 3M | -48.4% | +57.4% | -105.7% | -42.2% |
| 6M | -54.4% | +26.5% | -80.9% | -50.4% |
| All | -32.8% | -5.9% | -26.9% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling