+97.7%
DOCN vs TECH
-21.1%
+118.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.1% | -7.3% | -7.2% |
| 7D | -20.0% | +0.1% | -20.1% | -20.1% |
| 30D | -38.8% | +0.2% | -39.0% | -38.8% |
| 3M | -34.8% | +1.0% | -35.8% | -35.2% |
| 6M | -22.8% | +33.3% | -56.0% | -38.3% |
| YTD | +74.6% | +24.2% | +50.4% | +41.5% |
| 1Y | +116.4% | +19.7% | +96.7% | +78.1% |
| 3Y | +239.3% | +25.8% | +213.5% | +130.8% |
| 5Y | -20.2% | -39.9% | +19.7% | +13.6% |
| All | +97.7% | -21.1% | +118.8% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling