+196.4%
DOCN vs TXT
+10.0%
+186.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.6% | -14.2% | -14.9% |
| 7D | -29.3% | -2.5% | -26.7% | -28.0% |
| 30D | -46.0% | +12.8% | -58.9% | -50.2% |
| 3M | -43.2% | -3.6% | -39.6% | -41.9% |
| 6M | -53.7% | -6.9% | -46.8% | -52.0% |
| YTD | +46.9% | -2.2% | +49.1% | +43.2% |
| 1Y | +54.3% | +6.3% | +48.1% | +40.5% |
| All | +196.4% | +10.0% | +186.4% | +167.7% |
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 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