+237.5%
DOCN vs TDY
+68.3%
+169.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.6% |
| 7D | +19.1% | +4.1% | +15.0% | +15.1% |
| 30D | -21.0% | +5.7% | -26.7% | -23.7% |
| 3M | -34.7% | -4.4% | -30.3% | -31.3% |
| 6M | -45.8% | +1.2% | -47.0% | -45.3% |
| YTD | +79.4% | +26.0% | +53.3% | +48.6% |
| 1Y | +91.0% | +27.4% | +63.6% | +56.6% |
| 3Y | +237.5% | +67.5% | +169.9% | +147.2% |
| All | +237.5% | +68.3% | +169.2% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling