+116.4%
DOCN vs TW
+20.8%
+95.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.0% | -8.2% | -6.8% |
| 7D | -20.0% | +6.0% | -26.0% | -18.4% |
| 30D | -38.8% | +18.6% | -57.3% | -35.6% |
| 3M | -34.8% | +26.5% | -61.4% | -30.2% |
| 6M | -22.8% | +13.1% | -35.9% | -17.0% |
| YTD | +74.6% | +18.5% | +56.1% | +84.6% |
| 1Y | +116.4% | +21.7% | +94.7% | +127.8% |
| All | +116.4% | +20.8% | +95.7% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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