+70.5%
DOCN vs TECH
-21.0%
+91.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.4% |
| 7D | -19.2% | +0.2% | -19.3% | -19.2% |
| 30D | -43.1% | +0.3% | -43.4% | -43.2% |
| 3M | -40.7% | +1.3% | -42.0% | -41.2% |
| 6M | -55.0% | +54.0% | -108.9% | -66.8% |
| YTD | +50.6% | +24.3% | +26.3% | +22.1% |
| 1Y | +54.0% | +25.8% | +28.1% | +22.6% |
| 3Y | +203.9% | +26.0% | +177.9% | +106.5% |
| 5Y | -29.4% | -40.1% | +10.7% | +0.8% |
| All | +70.5% | -21.0% | +91.6% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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