+164.6%
DOCN vs TPR
+236.6%
-71.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | +1.1% | -2.7% | +3.8% | +2.7% |
| 30D | -9.6% | -23.3% | +13.6% | +3.8% |
| 3M | -37.7% | -12.8% | -24.9% | -34.5% |
| 6M | +115.2% | -21.7% | +136.9% | +139.3% |
| YTD | +133.7% | -3.9% | +137.6% | +124.3% |
| 1Y | +250.2% | +16.9% | +233.2% | +191.8% |
| 3Y | +320.3% | +289.8% | +30.5% | +40.9% |
| 5Y | +53.1% | +241.9% | -188.8% | -45.8% |
| All | +164.6% | +236.6% | -71.9% | -6.9% |
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