+196.4%
DOCN vs TW
+39.8%
+156.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.4% | -16.3% | -15.9% |
| 7D | -29.3% | +7.3% | -36.6% | -29.4% |
| 30D | -46.0% | +18.6% | -64.7% | -46.4% |
| 3M | -43.2% | +24.8% | -68.0% | -43.8% |
| 6M | -53.7% | +16.1% | -69.8% | -54.0% |
| YTD | +46.9% | +19.1% | +27.9% | +44.6% |
| 1Y | +54.3% | +22.8% | +31.6% | +50.6% |
| All | +196.4% | +39.8% | +156.7% | +185.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling