+54.3%
DOCN vs TXT
+7.4%
+47.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.6% | -14.2% | -15.4% |
| 7D | -29.3% | -2.5% | -26.7% | -28.7% |
| 30D | -46.0% | +12.8% | -58.9% | -47.5% |
| 3M | -43.2% | -3.6% | -39.6% | -42.2% |
| 6M | -53.7% | -6.9% | -46.8% | -52.4% |
| YTD | +46.9% | -2.2% | +49.1% | +41.0% |
| 1Y | +54.3% | +6.3% | +48.1% | +30.9% |
| All | +54.3% | +7.4% | +47.0% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling