+70.5%
DOCN vs TAP
-1.8%
+72.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | +2.9% |
| 7D | -19.2% | +0.5% | -19.7% | -19.2% |
| 30D | -43.1% | +9.1% | -52.2% | -43.7% |
| 3M | -40.7% | -3.8% | -36.9% | -40.6% |
| 6M | -55.0% | -3.4% | -51.5% | -55.1% |
| YTD | +50.6% | -10.6% | +61.3% | +51.7% |
| 1Y | +54.0% | -4.4% | +58.4% | +52.0% |
| 3Y | +203.9% | -24.4% | +228.3% | +215.9% |
| 5Y | -29.4% | +2.1% | -31.4% | -27.7% |
| All | +70.5% | -1.8% | +72.4% | +68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling