+762.4%
FTI vs DOC
-21.4%
+783.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.0% |
| 7D | -7.6% | +6.5% | -14.1% | -9.2% |
| 30D | -7.1% | +9.2% | -16.3% | -9.5% |
| 3M | -8.7% | -2.5% | -6.2% | -8.3% |
| 6M | -14.0% | +7.1% | -21.1% | -16.2% |
| YTD | +42.8% | +33.0% | +9.9% | +28.3% |
| 1Y | +50.4% | +23.3% | +27.1% | +38.7% |
| 3Y | +194.1% | +44.9% | +149.2% | +148.4% |
| All | +762.4% | -21.4% | +783.9% | +896.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling