+116.4%
DOCN vs TAP
+4.4%
+112.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.0% | -10.2% | -5.6% |
| 7D | -20.0% | +9.9% | -30.0% | -15.6% |
| 30D | -38.8% | +18.1% | -56.9% | -33.0% |
| 3M | -34.8% | +3.2% | -38.0% | -31.8% |
| 6M | -22.8% | +8.4% | -31.2% | -18.0% |
| YTD | +74.6% | -4.4% | +79.0% | +81.5% |
| 1Y | +116.4% | +3.2% | +113.2% | +107.2% |
| All | +116.4% | +4.4% | +112.1% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling