-81.1%
TE vs DOCN
+108.0%
-189.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.1% | -1.3% |
| 7D | -19.1% | +19.1% | -38.2% | -25.2% |
| 30D | -34.1% | -21.0% | -13.1% | -27.9% |
| 3M | -60.1% | -34.7% | -25.4% | -53.3% |
| 6M | -66.0% | -45.8% | -20.2% | -57.5% |
| YTD | -71.4% | +79.4% | -150.8% | -80.0% |
| 1Y | -45.3% | +91.0% | -136.3% | -62.5% |
| 3Y | +9.1% | +237.5% | -228.3% | -41.9% |
| 5Y | -82.6% | -30.4% | -52.2% | -87.6% |
| All | -81.1% | +108.0% | -189.1% | -87.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling