-34.8%
DOCN vs THC
+17.8%
-52.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +9.6% | -16.7% | -3.9% |
| 7D | -20.0% | +8.8% | -28.9% | -17.3% |
| 30D | -38.8% | +12.6% | -51.4% | -36.5% |
| 3M | -34.8% | +15.4% | -50.2% | -32.7% |
| All | -34.8% | +17.8% | -52.6% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 3mo: compounded portfolio wealth divided by compounded THC 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…
3mo analysis · Full analysis span regression · Available span rolling