+219.5%
DOCN vs TXG
+70.4%
+149.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +9.7% | -1.7% | +5.1% |
| 7D | -12.8% | +5.5% | -18.3% | -13.9% |
| 30D | -41.9% | -19.3% | -22.6% | -38.3% |
| 3M | -36.9% | +25.0% | -62.0% | -41.2% |
| 6M | -52.2% | +201.2% | -253.4% | -65.4% |
| YTD | +62.7% | +298.8% | -236.1% | +5.2% |
| 1Y | +58.2% | +326.6% | -268.3% | -0.6% |
| 3Y | +219.5% | +78.3% | +141.1% | +149.7% |
| All | +219.5% | +70.4% | +149.1% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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