+111.9%
DOCN vs TDY
+66.4%
+45.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.9% |
| 7D | +27.4% | +9.4% | +18.0% | +16.9% |
| 30D | -29.7% | +5.9% | -35.7% | -32.6% |
| 3M | -32.5% | -5.7% | -26.8% | -27.7% |
| 6M | -42.2% | +2.4% | -44.6% | -42.4% |
| YTD | +87.2% | +26.8% | +60.4% | +49.9% |
| 1Y | +86.2% | +24.7% | +61.5% | +51.6% |
| 3Y | +257.4% | +69.2% | +188.3% | +114.2% |
| 5Y | -27.4% | +45.7% | -73.1% | -50.3% |
| All | +111.9% | +66.4% | +45.6% | +37.4% |
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