+70.6%
DOCN vs TLN
+581.9%
-511.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.2% | -12.6% | -14.8% |
| 7D | -29.3% | -9.4% | -19.9% | -26.9% |
| 30D | -46.0% | -15.2% | -30.8% | -42.8% |
| 3M | -43.2% | -4.1% | -39.1% | -42.3% |
| 6M | -53.7% | -17.8% | -35.9% | -51.2% |
| YTD | +46.9% | -15.6% | +62.6% | +51.3% |
| 1Y | +54.3% | -21.6% | +76.0% | +61.8% |
| 3Y | +185.5% | +497.6% | -312.0% | +37.1% |
| All | +70.6% | +581.9% | -511.3% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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