+164.6%
DOCN vs TDY
+56.9%
+107.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.4% |
| 7D | +1.1% | -1.8% | +3.0% | +2.9% |
| 30D | -9.6% | -10.7% | +1.1% | +0.8% |
| 3M | -37.7% | -1.3% | -36.4% | -36.2% |
| 6M | +115.2% | -10.6% | +125.8% | +139.4% |
| YTD | +133.7% | +19.6% | +114.2% | +95.5% |
| 1Y | +250.2% | +11.6% | +238.5% | +211.6% |
| 3Y | +320.3% | +45.2% | +275.1% | +190.2% |
| 5Y | +53.1% | +36.1% | +17.0% | +8.6% |
| All | +164.6% | +56.9% | +107.8% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling