-25.8%
TE vs DOCN
+110.0%
-135.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.2% | +3.6% | -0.7% |
| 7D | +3.8% | -20.0% | +23.8% | +13.1% |
| 30D | -26.2% | -38.8% | +12.6% | -11.2% |
| 3M | -49.7% | -34.8% | -14.9% | -42.0% |
| 6M | -46.5% | -22.8% | -23.7% | -40.9% |
| YTD | -59.1% | +74.6% | -133.7% | -73.8% |
| 1Y | -25.8% | +116.4% | -142.3% | -60.4% |
| All | -25.8% | +110.0% | -135.9% | -60.4% |
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