+97.7%
DOCN vs TPR
+245.3%
-147.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.5% | -10.7% | -9.2% |
| 7D | -20.0% | +12.6% | -32.7% | -25.7% |
| 30D | -38.8% | +7.1% | -45.9% | -41.5% |
| 3M | -34.8% | -19.4% | -15.5% | -28.3% |
| 6M | -22.8% | -9.7% | -13.1% | -21.8% |
| YTD | +74.6% | -1.0% | +75.6% | +62.6% |
| 1Y | +116.4% | +19.3% | +97.1% | +76.4% |
| 3Y | +239.3% | +379.0% | -139.6% | -3.6% |
| 5Y | -20.2% | +239.1% | -259.3% | -72.3% |
| All | +97.7% | +245.3% | -147.6% | -32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling