-23.7%
DOCN vs TNA
-41.7%
+18.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.7% | +6.9% | +8.0% |
| 7D | +3.7% | -2.1% | +5.9% | +5.7% |
| 30D | -33.7% | +3.1% | -36.8% | -34.3% |
| 3M | -27.9% | -20.2% | -7.7% | -16.8% |
| 6M | -46.4% | -10.0% | -36.4% | -43.2% |
| YTD | +81.1% | +30.3% | +50.8% | +50.7% |
| 1Y | +74.3% | +31.1% | +43.2% | +43.0% |
| 3Y | +245.8% | +149.4% | +96.5% | +58.0% |
| 5Y | -23.7% | -42.5% | +18.7% | -7.6% |
| All | -23.7% | -41.7% | +18.0% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling