+212.2%
DOCN vs TDY
+52.9%
+159.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +6.2% |
| 7D | +26.5% | -1.8% | +28.3% | +28.5% |
| 30D | +2.3% | -13.8% | +16.0% | +17.6% |
| 3M | -21.2% | -3.9% | -17.3% | -17.5% |
| 6M | +130.6% | -9.0% | +139.6% | +152.7% |
| YTD | +175.7% | +16.5% | +159.2% | +135.7% |
| 1Y | +286.6% | +9.3% | +277.3% | +250.2% |
| 3Y | +394.1% | +45.1% | +349.0% | +240.5% |
| 5Y | +92.1% | +35.0% | +57.1% | +39.5% |
| All | +212.2% | +52.9% | +159.3% | +116.1% |
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