+250.2%
DOCN vs TPR
+18.6%
+231.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.1% | -2.3% | +3.4% | +1.7% |
| 30D | -9.6% | -23.0% | +13.3% | -3.6% |
| 3M | -37.7% | -12.5% | -25.2% | -36.5% |
| 6M | +115.2% | -21.4% | +136.6% | +125.0% |
| YTD | +133.7% | -3.5% | +137.2% | +123.0% |
| 1Y | +250.2% | +17.4% | +232.8% | +193.4% |
| All | +250.2% | +18.6% | +231.5% | +193.4% |
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