-57.3%
TE vs DOCN
-45.7%
-11.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -15.9% | -0.6% | -7.1% |
| 7D | -20.3% | -29.3% | +9.0% | -2.5% |
| 30D | -40.0% | -46.0% | +6.0% | -15.2% |
| 3M | -58.3% | -43.2% | -15.1% | -45.1% |
| 6M | -57.3% | -53.7% | -3.6% | -32.1% |
| All | -57.3% | -45.7% | -11.6% | -32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling