-26.2%
DOCN vs TXT
+14.4%
-40.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.2% |
| 7D | -12.1% | -1.1% | -11.1% | -11.1% |
| 30D | -41.0% | +17.1% | -58.1% | -48.9% |
| 3M | -38.7% | -2.6% | -36.1% | -37.8% |
| 6M | -51.5% | -4.6% | -46.9% | -50.6% |
| YTD | +65.3% | -0.3% | +65.6% | +57.0% |
| 1Y | +53.9% | +5.9% | +48.0% | +37.7% |
| 3Y | +215.6% | +14.4% | +201.2% | +149.1% |
| 5Y | -26.2% | +15.9% | -42.0% | -42.2% |
| All | -26.2% | +14.4% | -40.5% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling