+185.2%
FTI vs DOC
+43.2%
+142.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.5% |
| 7D | -8.0% | +6.2% | -14.2% | -8.7% |
| 30D | -11.9% | +6.5% | -18.3% | -12.6% |
| 3M | -11.0% | -6.2% | -4.8% | -10.1% |
| 6M | -17.8% | +25.6% | -43.4% | -21.6% |
| YTD | +38.5% | +32.1% | +6.4% | +29.9% |
| 1Y | +45.9% | +20.3% | +25.7% | +40.2% |
| All | +185.2% | +43.2% | +142.0% | +165.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling