-54.5%
TE vs DOCN
+171.0%
-225.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.2% |
| 7D | -4.0% | +1.1% | -5.1% | -4.4% |
| 30D | -15.9% | -9.6% | -6.3% | -13.6% |
| 3M | -60.5% | -37.7% | -22.9% | -52.6% |
| 6M | -35.2% | +115.2% | -150.4% | -56.4% |
| YTD | -31.1% | +133.7% | -164.9% | -56.1% |
| 1Y | +148.6% | +250.2% | -101.5% | +35.6% |
| 3Y | -26.4% | +320.3% | -346.7% | -63.9% |
| 5Y | -48.0% | +53.1% | -101.1% | -68.5% |
| All | -54.5% | +171.0% | -225.5% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling