+198.1%
DOCN vs TNA
-19.0%
+217.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -1.3% | +13.9% | +13.4% |
| 7D | +16.3% | +4.1% | +12.2% | +13.5% |
| 30D | +2.0% | -7.6% | +9.7% | +6.7% |
| 3M | -25.2% | +8.1% | -33.3% | -28.7% |
| 6M | +132.7% | +49.0% | +83.7% | +82.7% |
| YTD | +163.3% | +51.7% | +111.6% | +101.9% |
| 1Y | +280.3% | +59.6% | +220.7% | +179.6% |
| 3Y | +371.8% | +118.9% | +252.9% | +150.8% |
| 5Y | +87.1% | -19.2% | +106.3% | +55.6% |
| All | +198.1% | -19.0% | +217.1% | +138.1% |
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