+46.8%
FTI vs DOC
+23.5%
+23.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.9% |
| 7D | -4.3% | +5.9% | -10.2% | -3.8% |
| 30D | -8.0% | +10.3% | -18.3% | -7.1% |
| 3M | -8.0% | -2.2% | -5.8% | -7.4% |
| 6M | -8.7% | +8.2% | -16.9% | -8.1% |
| YTD | +43.9% | +35.4% | +8.5% | +42.6% |
| All | +46.8% | +23.5% | +23.3% | +47.7% |
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