-9.4%
T vs DOCN
+77.9%
-87.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.7% | -0.1% |
| 7D | +1.6% | +27.4% | -25.7% | +3.8% |
| 30D | -2.9% | -29.7% | +26.8% | -5.3% |
| 3M | -7.5% | -32.5% | +25.0% | -9.5% |
| 6M | -9.9% | -42.2% | +32.3% | -12.1% |
| YTD | -6.4% | +87.2% | -93.6% | +0.8% |
| 1Y | -9.4% | +86.2% | -95.6% | -2.6% |
| All | -9.4% | +77.9% | -87.3% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling