+1,725.7%
FTI vs DOC
+443.0%
+1,282.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.1% | -6.5% | -4.6% |
| 7D | -9.7% | +8.7% | -18.4% | -12.9% |
| 30D | -8.2% | +7.6% | -15.8% | -11.3% |
| 3M | -7.8% | -5.3% | -2.6% | -6.5% |
| 6M | -13.4% | +27.6% | -41.0% | -23.5% |
| YTD | +45.1% | +32.4% | +12.6% | +25.4% |
| 1Y | +54.6% | +22.9% | +31.7% | +37.8% |
| 3Y | +195.2% | +43.1% | +152.1% | +140.6% |
| 5Y | +792.3% | -21.4% | +813.7% | +829.7% |
| 10Y | +193.7% | +16.8% | +176.8% | +151.0% |
| All | +1,725.7% | +443.0% | +1,282.7% | +878.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling