+48.0%
DOCU vs TDY
-11.1%
+59.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.9% |
| 7D | +6.9% | -1.8% | +8.7% | +6.0% |
| 30D | +19.0% | -10.7% | +29.7% | +13.6% |
| 3M | +34.3% | -1.3% | +35.6% | +33.5% |
| 6M | +48.0% | -10.6% | +58.6% | +44.9% |
| All | +48.0% | -11.1% | +59.1% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 6mo: compounded portfolio wealth divided by compounded TDY 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…
6mo analysis · Full analysis span regression · 6 months rolling