+111.9%
DOCN vs TXT
+60.0%
+51.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.9% | +5.2% | +4.7% |
| 7D | +27.4% | -1.1% | +28.5% | +28.3% |
| 30D | -29.7% | +13.3% | -43.0% | -36.7% |
| 3M | -32.5% | -5.1% | -27.3% | -30.4% |
| 6M | -42.2% | -7.1% | -35.0% | -40.0% |
| YTD | +87.2% | -3.2% | +90.4% | +83.1% |
| 1Y | +86.2% | +2.3% | +83.9% | +73.7% |
| 3Y | +257.4% | +11.1% | +246.3% | +201.5% |
| 5Y | -27.4% | +10.0% | -37.4% | -41.8% |
| All | +111.9% | +60.0% | +51.9% | +83.7% |
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