+86.2%
DOCN vs TW
+19.3%
+66.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +3.6% |
| 7D | +27.4% | +3.2% | +24.2% | +28.7% |
| 30D | -29.7% | +19.7% | -49.4% | -25.6% |
| 3M | -32.5% | +26.8% | -59.3% | -27.3% |
| 6M | -42.2% | +20.9% | -63.0% | -37.3% |
| YTD | +87.2% | +22.9% | +64.3% | +99.8% |
| 1Y | +86.2% | +20.4% | +65.9% | +96.2% |
| All | +86.2% | +19.3% | +66.9% | +96.2% |
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