-4.8%
TLT vs DOCN
+50.9%
-55.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | 0.0% |
| 7D | +0.1% | -19.2% | +19.3% | +0.1% |
| 30D | +6.2% | -43.1% | +49.2% | +6.3% |
| 3M | +0.1% | -40.7% | +40.8% | +0.2% |
| 6M | -3.0% | -55.0% | +52.0% | -2.7% |
| YTD | -2.7% | +50.6% | -53.4% | -3.5% |
| 1Y | -4.8% | +54.0% | -58.8% | -5.6% |
| All | -4.8% | +50.9% | -55.8% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling