+164.6%
DOCN vs TW
+45.6%
+119.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.4% |
| 7D | +1.1% | -2.3% | +3.5% | +2.3% |
| 30D | -9.6% | +3.9% | -13.6% | -11.3% |
| 3M | -37.7% | +5.7% | -43.4% | -41.0% |
| 6M | +115.2% | -14.5% | +129.7% | +129.1% |
| YTD | +133.7% | -0.9% | +134.6% | +125.8% |
| 1Y | +250.2% | -13.5% | +263.7% | +266.9% |
| 3Y | +320.3% | +25.0% | +295.3% | +205.7% |
| 5Y | +53.1% | +22.7% | +30.4% | +19.3% |
| All | +164.6% | +45.6% | +119.1% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling