-40.4%
TER vs DOCN
-45.7%
+5.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -15.9% | +0.6% | -5.8% |
| 7D | -28.2% | -29.3% | +1.1% | -11.9% |
| 30D | -50.6% | -46.0% | -4.5% | -30.2% |
| 3M | -45.3% | -43.2% | -2.2% | -26.5% |
| 6M | -40.4% | -53.7% | +13.3% | -9.1% |
| All | -40.4% | -45.7% | +5.3% | -9.1% |
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