+171.4%
DOCN vs TLN
+583.6%
-412.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.8% | -1.0% | +1.7% |
| 7D | +1.1% | +7.1% | -5.9% | -0.9% |
| 30D | -9.6% | -3.9% | -5.7% | -8.7% |
| 3M | -37.7% | -16.2% | -21.5% | -34.8% |
| 6M | +115.2% | -5.8% | +121.0% | +116.1% |
| YTD | +133.7% | -15.4% | +149.2% | +139.4% |
| 1Y | +250.2% | -16.7% | +266.8% | +259.3% |
| 3Y | +320.3% | +473.8% | -153.5% | +106.5% |
| All | +171.4% | +583.6% | -412.2% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling