+196.4%
DOCN vs TAP
-20.1%
+216.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.1% | -13.7% | -16.0% |
| 7D | -29.3% | +7.7% | -37.0% | -29.0% |
| 30D | -46.0% | +14.4% | -60.4% | -45.9% |
| 3M | -43.2% | +2.0% | -45.2% | -42.8% |
| 6M | -53.7% | +2.5% | -56.2% | -53.6% |
| YTD | +46.9% | -6.4% | +53.4% | +49.0% |
| 1Y | +54.3% | -2.3% | +56.6% | +53.7% |
| All | +196.4% | -20.1% | +216.5% | +216.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling