+19.0%
DOC vs TENB
+42.4%
-23.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.5% | +3.0% |
| 7D | +8.7% | -2.8% | +11.6% | +9.1% |
| 30D | +7.6% | +22.9% | -15.3% | +4.4% |
| 3M | -5.3% | +31.7% | -37.0% | -9.7% |
| 6M | +27.6% | +127.3% | -99.7% | +10.6% |
| YTD | +32.4% | +101.2% | -68.8% | +16.1% |
| 1Y | +22.9% | +68.7% | -45.9% | +10.8% |
| 3Y | +43.1% | +27.6% | +15.5% | +33.1% |
| 5Y | -21.4% | -13.8% | -7.6% | -25.4% |
| All | +19.0% | +42.4% | -23.4% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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