-12.9%
TEAM vs DOCN
+70.4%
-83.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -15.9% | +12.4% | +1.9% |
| 7D | -10.2% | -29.3% | +19.1% | +0.4% |
| 30D | -5.5% | -46.0% | +40.5% | +14.6% |
| 3M | +61.7% | -43.2% | +104.9% | +88.1% |
| 6M | +98.5% | -53.7% | +152.2% | +136.1% |
| YTD | +13.0% | +46.9% | -33.9% | -23.2% |
| 1Y | +13.5% | +54.3% | -40.8% | -24.9% |
| 3Y | +3.6% | +185.5% | -181.9% | -54.0% |
| 5Y | -58.4% | -31.1% | -27.3% | -71.6% |
| All | -12.9% | +70.4% | -83.3% | -52.6% |
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