-1.3%
TGT vs DOCN
+70.4%
-71.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -15.9% | +12.7% | -1.3% |
| 7D | +4.0% | -29.3% | +33.3% | +7.9% |
| 30D | +2.3% | -46.0% | +48.4% | +9.1% |
| 3M | +7.8% | -43.2% | +51.0% | +13.3% |
| 6M | +24.7% | -53.7% | +78.4% | +32.7% |
| YTD | +66.0% | +46.9% | +19.1% | +43.8% |
| 1Y | +78.8% | +54.3% | +24.4% | +53.2% |
| 3Y | +56.2% | +185.5% | -129.3% | +15.8% |
| 5Y | -27.4% | -31.1% | +3.7% | -40.9% |
| All | -1.3% | +70.4% | -71.7% | -23.2% |
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