-26.9%
TGT vs DOCN
-32.3%
+5.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | 0.0% |
| 7D | +2.6% | -19.2% | +21.8% | +5.0% |
| 30D | +5.0% | -43.1% | +48.0% | +11.5% |
| 3M | +8.5% | -40.7% | +49.2% | +13.8% |
| 6M | +23.8% | -55.0% | +78.7% | +32.8% |
| YTD | +66.5% | +50.6% | +15.9% | +41.9% |
| 1Y | +84.9% | +54.0% | +30.9% | +56.5% |
| 3Y | +59.2% | +203.9% | -144.7% | +13.2% |
| All | -26.9% | -32.3% | +5.3% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling