-31.8%
TE vs DOCN
+189.9%
-221.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.3% |
| 7D | -12.6% | -19.2% | +6.6% | -2.8% |
| 30D | -36.7% | -43.1% | +6.3% | -17.7% |
| 3M | -57.5% | -40.7% | -16.8% | -47.1% |
| 6M | -55.2% | -55.0% | -0.2% | -36.5% |
| YTD | -64.7% | +50.6% | -115.3% | -76.2% |
| 1Y | -35.9% | +54.0% | -89.8% | -56.7% |
| 3Y | -31.8% | +203.9% | -235.7% | -70.0% |
| All | -31.8% | +189.9% | -221.7% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling