+203.9%
DOCN vs TXT
+7.8%
+196.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.7% |
| 7D | -19.2% | -2.5% | -16.6% | -17.8% |
| 30D | -43.1% | +14.4% | -57.4% | -48.0% |
| 3M | -40.7% | -4.9% | -35.8% | -38.9% |
| 6M | -55.0% | -10.2% | -44.8% | -52.2% |
| YTD | +50.6% | -4.1% | +54.7% | +48.5% |
| 1Y | +54.0% | +4.0% | +50.0% | +42.0% |
| 3Y | +203.9% | +8.0% | +195.9% | +177.6% |
| All | +203.9% | +7.8% | +196.1% | +177.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling