+1,643.4%
FTI vs DOC
+441.7%
+1,201.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -8.0% | +6.2% | -14.2% | -10.4% |
| 30D | -11.9% | +6.5% | -18.3% | -14.5% |
| 3M | -11.0% | -6.2% | -4.8% | -9.4% |
| 6M | -17.8% | +25.6% | -43.4% | -26.9% |
| YTD | +38.5% | +32.1% | +6.4% | +19.9% |
| 1Y | +45.9% | +20.3% | +25.7% | +31.3% |
| 3Y | +181.8% | +42.7% | +139.1% | +130.0% |
| 5Y | +748.6% | -22.2% | +770.8% | +787.9% |
| 10Y | +180.4% | +16.5% | +163.9% | +139.9% |
| All | +1,643.4% | +441.7% | +1,201.7% | +835.4% |
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