+87.1%
DOCN vs TNA
-32.2%
+119.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.6% | +2.8% |
| 7D | -12.1% | -0.5% | -11.6% | -11.7% |
| 30D | -41.0% | -0.7% | -40.3% | -40.3% |
| 3M | -38.7% | -21.5% | -17.2% | -29.2% |
| 6M | -51.5% | -11.2% | -40.3% | -48.3% |
| YTD | +65.3% | +27.0% | +38.3% | +41.3% |
| 1Y | +53.9% | +28.0% | +25.9% | +29.7% |
| 3Y | +215.6% | +142.9% | +72.6% | +58.0% |
| 5Y | -26.2% | -42.6% | +16.4% | -28.6% |
| All | +87.1% | -32.2% | +119.3% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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