+103.1%
DOCN vs TEVA
+292.4%
-189.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.9% | -6.1% | -4.9% |
| 7D | +19.1% | +4.4% | +14.7% | +17.3% |
| 30D | -21.0% | +9.3% | -30.3% | -23.6% |
| 3M | -34.7% | +21.9% | -56.6% | -39.4% |
| 6M | -45.8% | +22.8% | -68.5% | -50.3% |
| YTD | +79.4% | +42.6% | +36.8% | +54.8% |
| 1Y | +91.0% | +74.2% | +16.8% | +52.7% |
| 3Y | +237.5% | +404.5% | -167.1% | +65.3% |
| 5Y | -30.4% | +367.9% | -398.3% | -67.4% |
| All | +103.1% | +292.4% | -189.3% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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