+70.5%
DOCN vs TDY
+58.9%
+11.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -2.0% | -1.9% |
| 7D | -19.2% | -6.0% | -13.1% | -13.6% |
| 30D | -43.1% | +2.4% | -45.4% | -43.5% |
| 3M | -40.7% | -10.0% | -30.7% | -33.6% |
| 6M | -55.0% | -4.0% | -51.0% | -52.5% |
| YTD | +50.6% | +21.1% | +29.5% | +25.8% |
| 1Y | +54.0% | +22.1% | +31.9% | +27.7% |
| 3Y | +203.9% | +64.0% | +139.9% | +87.3% |
| 5Y | -29.4% | +38.6% | -68.0% | -49.5% |
| All | +70.5% | +58.9% | +11.6% | +15.4% |
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 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