-77.4%
TE vs DOCN
+70.4%
-147.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -15.9% | -0.6% | -9.9% |
| 7D | -20.3% | -29.3% | +9.0% | -7.7% |
| 30D | -40.0% | -46.0% | +6.0% | -22.9% |
| 3M | -58.3% | -43.2% | -15.1% | -48.6% |
| 6M | -57.3% | -53.7% | -3.6% | -42.6% |
| YTD | -65.9% | +46.9% | -112.8% | -73.9% |
| 1Y | -44.3% | +54.3% | -98.6% | -57.8% |
| 3Y | -36.0% | +185.5% | -221.5% | -63.1% |
| 5Y | -80.1% | -31.1% | -49.0% | -84.9% |
| All | -77.4% | +70.4% | -147.8% | -84.2% |
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