+1.1%
TGT vs DOCN
+91.6%
-90.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.0% | -2.7% |
| 7D | +4.8% | -12.1% | +16.9% | +6.1% |
| 30D | +5.3% | -41.0% | +46.3% | +11.2% |
| 3M | +7.2% | -38.7% | +45.9% | +11.9% |
| 6M | +31.4% | -51.5% | +82.9% | +39.4% |
| YTD | +70.1% | +65.3% | +4.8% | +45.4% |
| 1Y | +85.5% | +53.9% | +31.6% | +60.1% |
| 3Y | +66.7% | +215.6% | -148.9% | +22.3% |
| 5Y | -25.6% | -26.2% | +0.6% | -40.0% |
| All | +1.1% | +91.6% | -90.5% | -22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling