+70.5%
DOCN vs TEVA
+275.7%
-205.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.8% |
| 7D | -19.2% | +1.2% | -20.4% | -19.5% |
| 30D | -43.1% | +8.8% | -51.8% | -44.8% |
| 3M | -40.7% | +22.4% | -63.1% | -45.0% |
| 6M | -55.0% | +17.3% | -72.2% | -58.0% |
| YTD | +50.6% | +36.5% | +14.1% | +32.0% |
| 1Y | +54.0% | +74.2% | -20.3% | +22.8% |
| 3Y | +203.9% | +370.8% | -166.9% | +52.9% |
| 5Y | -29.4% | +366.7% | -396.1% | -66.6% |
| All | +70.5% | +275.7% | -205.2% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling