-53.7%
DOCN vs TAP
+5.3%
-59.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.1% | -13.7% | -18.2% |
| 7D | -29.3% | +7.7% | -37.0% | -22.2% |
| 30D | -46.0% | +14.4% | -60.4% | -35.1% |
| 3M | -43.2% | +2.0% | -45.2% | -40.0% |
| 6M | -53.7% | +2.5% | -56.2% | -48.2% |
| All | -53.7% | +5.3% | -59.0% | -48.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling