-51.7%
TE vs DOCN
+70.8%
-122.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.6% | -6.7% | -0.9% |
| 7D | -22.0% | +3.7% | -25.7% | -23.1% |
| 30D | -33.6% | -33.7% | 0.0% | -22.9% |
| 3M | -61.1% | -27.9% | -33.2% | -56.8% |
| 6M | -64.7% | -46.4% | -18.3% | -57.2% |
| YTD | -68.1% | +81.1% | -149.2% | -80.6% |
| 1Y | -51.7% | +74.3% | -126.0% | -67.7% |
| All | -51.7% | +70.8% | -122.5% | -67.7% |
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