+38.1%
T vs DOCN
+102.5%
-64.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.2% | +9.2% | +2.0% |
| 7D | +5.5% | -20.0% | +25.5% | +5.3% |
| 30D | -8.9% | -38.8% | +29.9% | -9.1% |
| 3M | -5.6% | -34.8% | +29.2% | -5.7% |
| 6M | -14.3% | -22.8% | +8.5% | -14.8% |
| YTD | -7.9% | +74.6% | -82.5% | -9.8% |
| 1Y | -6.4% | +116.4% | -122.9% | -8.8% |
| 3Y | +59.8% | +239.3% | -179.5% | +51.6% |
| 5Y | +55.3% | -20.2% | +75.6% | +45.0% |
| All | +38.1% | +102.5% | -64.4% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling