+84.2%
DOCN vs TDY
+65.3%
+19.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.0% | +4.0% | +4.2% |
| 7D | -12.8% | -2.5% | -10.3% | -9.9% |
| 30D | -41.9% | +4.8% | -46.8% | -43.7% |
| 3M | -36.9% | -6.9% | -30.0% | -31.6% |
| 6M | -52.2% | +3.5% | -55.8% | -52.9% |
| YTD | +62.7% | +26.0% | +36.8% | +31.1% |
| 1Y | +58.2% | +25.4% | +32.9% | +28.1% |
| 3Y | +219.5% | +70.9% | +148.6% | +89.4% |
| 5Y | -32.9% | +46.6% | -79.4% | -53.8% |
| All | +84.2% | +65.3% | +19.0% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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