+2,159.9%
FTI vs DOC
+450.2%
+1,709.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.5% |
| 7D | +5.3% | -1.5% | +6.8% | +5.9% |
| 30D | +15.3% | -4.8% | +20.1% | +17.5% |
| 3M | +15.8% | +6.9% | +8.9% | +12.0% |
| 6M | +22.6% | +20.7% | +1.8% | +11.2% |
| YTD | +79.5% | +34.1% | +45.4% | +55.4% |
| 1Y | +102.0% | +22.6% | +79.4% | +80.8% |
| 3Y | +315.8% | +20.8% | +295.0% | +265.4% |
| 5Y | +1,129.5% | -24.9% | +1,154.4% | +1,212.4% |
| 10Y | +320.9% | -1.8% | +322.8% | +287.5% |
| All | +2,159.9% | +450.2% | +1,709.8% | +1,112.0% |
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