+250.2%
DOCN vs TPR
+18.2%
+232.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +1.1% | -2.7% | +3.8% | +1.8% |
| 30D | -9.6% | -23.3% | +13.6% | -3.5% |
| 3M | -37.7% | -12.8% | -24.9% | -36.4% |
| 6M | +115.2% | -21.7% | +136.9% | +125.2% |
| YTD | +133.7% | -3.9% | +137.6% | +123.2% |
| 1Y | +250.2% | +16.9% | +233.2% | +193.6% |
| All | +250.2% | +18.2% | +232.0% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling