+250.2%
DOCN vs TW
-15.9%
+266.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +3.0% |
| 7D | +1.1% | -2.3% | +3.5% | +0.5% |
| 30D | -9.6% | +3.9% | -13.6% | -8.8% |
| 3M | -37.7% | +5.7% | -43.4% | -37.3% |
| 6M | +115.2% | -14.5% | +129.7% | +126.6% |
| YTD | +133.7% | -0.9% | +134.6% | +135.0% |
| 1Y | +250.2% | -13.5% | +263.7% | +242.9% |
| All | +250.2% | -15.9% | +266.1% | +242.9% |
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