+203.9%
DOCN vs TNA
+105.1%
+98.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +1.0% |
| 7D | -19.2% | -7.0% | -12.2% | -15.7% |
| 30D | -43.1% | -6.4% | -36.6% | -40.4% |
| 3M | -40.7% | -25.7% | -15.0% | -30.1% |
| 6M | -55.0% | -19.7% | -35.3% | -49.4% |
| YTD | +50.6% | +18.3% | +32.4% | +36.5% |
| 1Y | +54.0% | +24.6% | +29.4% | +34.8% |
| 3Y | +203.9% | +112.8% | +91.1% | +100.2% |
| All | +203.9% | +105.1% | +98.8% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling