+66.4%
DOCN vs TPR
+269.7%
-203.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +7.1% | -22.9% | -19.8% |
| 7D | -29.3% | +13.9% | -43.1% | -35.1% |
| 30D | -46.0% | +14.9% | -61.0% | -50.9% |
| 3M | -43.2% | -15.4% | -27.8% | -39.7% |
| 6M | -53.7% | -4.5% | -49.2% | -55.1% |
| YTD | +46.9% | +6.0% | +40.9% | +30.4% |
| 1Y | +54.3% | +24.3% | +30.0% | +21.9% |
| 3Y | +185.5% | +412.8% | -227.3% | -22.7% |
| 5Y | -31.1% | +258.4% | -289.5% | -77.1% |
| All | +66.4% | +269.7% | -203.4% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling