-25.6%
TER vs DOCN
-20.0%
-5.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -7.2% | +0.3% | -3.7% |
| 7D | -19.9% | -20.0% | +0.2% | -11.7% |
| 30D | -43.5% | -38.8% | -4.8% | -31.0% |
| 3M | -37.8% | -34.8% | -3.0% | -26.7% |
| 6M | -25.6% | -22.8% | -2.8% | -15.0% |
| All | -25.6% | -20.0% | -5.6% | -15.0% |
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