+66.4%
DOCN vs TXT
+61.8%
+4.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.6% | -14.2% | -14.6% |
| 7D | -29.3% | -2.5% | -26.7% | -27.7% |
| 30D | -46.0% | +12.8% | -58.9% | -51.2% |
| 3M | -43.2% | -3.6% | -39.6% | -42.0% |
| 6M | -53.7% | -6.9% | -46.8% | -52.0% |
| YTD | +46.9% | -2.2% | +49.1% | +42.7% |
| 1Y | +54.3% | +6.3% | +48.1% | +39.7% |
| 3Y | +185.5% | +10.3% | +175.3% | +143.1% |
| 5Y | -31.1% | +10.6% | -41.7% | -45.2% |
| All | +66.4% | +61.8% | +4.6% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling