-78.9%
TE vs DOCN
+110.0%
-188.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.6% | -6.7% | -1.1% |
| 7D | -22.0% | +3.7% | -25.7% | -23.2% |
| 30D | -33.6% | -33.7% | 0.0% | -22.0% |
| 3M | -61.1% | -27.9% | -33.2% | -56.5% |
| 6M | -64.7% | -46.4% | -18.3% | -55.7% |
| YTD | -68.1% | +81.1% | -149.2% | -77.8% |
| 1Y | -51.7% | +74.3% | -126.0% | -65.4% |
| 3Y | +42.0% | +245.8% | -203.8% | -24.9% |
| 5Y | -80.8% | -23.7% | -57.1% | -86.5% |
| All | -78.9% | +110.0% | -188.9% | -86.5% |
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