-27.8%
TE vs DOCN
+324.7%
-352.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | 0.0% |
| 7D | -4.0% | +1.1% | -5.1% | -4.4% |
| 30D | -15.9% | -9.6% | -6.3% | -13.4% |
| 3M | -60.5% | -37.7% | -22.9% | -51.4% |
| 6M | -35.2% | +115.2% | -150.4% | -61.1% |
| YTD | -31.1% | +133.7% | -164.9% | -61.8% |
| 1Y | +148.6% | +250.2% | -101.5% | +11.9% |
| All | -27.8% | +324.7% | -352.5% | -73.9% |
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 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