+164.6%
DOCN vs TXT
+50.1%
+114.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.1% |
| 7D | +1.1% | -4.8% | +5.9% | +5.0% |
| 30D | -9.6% | -10.6% | +1.0% | -1.5% |
| 3M | -37.7% | -13.2% | -24.5% | -31.0% |
| 6M | +115.2% | -20.3% | +135.6% | +152.0% |
| YTD | +133.7% | -9.3% | +143.0% | +142.6% |
| 1Y | +250.2% | -2.7% | +252.8% | +241.4% |
| 3Y | +320.3% | +1.4% | +318.9% | +285.5% |
| 5Y | +53.1% | +9.6% | +43.6% | +29.3% |
| All | +164.6% | +50.1% | +114.6% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling