+66.4%
DOCN vs TRMB
-25.2%
+91.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.1% | -14.7% | -14.8% |
| 7D | -29.3% | -17.9% | -11.4% | -16.8% |
| 30D | -46.0% | -12.0% | -34.0% | -40.6% |
| 3M | -43.2% | -8.4% | -34.8% | -41.1% |
| 6M | -53.7% | -21.5% | -32.2% | -46.0% |
| YTD | +46.9% | -31.5% | +78.5% | +96.7% |
| 1Y | +54.3% | -33.4% | +87.8% | +111.9% |
| 3Y | +185.5% | +26.5% | +159.1% | +91.3% |
| 5Y | -31.1% | -37.9% | +6.8% | +14.6% |
| All | +66.4% | -25.2% | +91.5% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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