-7.0%
TLT vs DOCN
+81.2%
-88.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.7% | -0.4% |
| 7D | -3.1% | +19.1% | -22.2% | -3.1% |
| 30D | +1.0% | -21.0% | +22.1% | +1.1% |
| 3M | -2.7% | -34.7% | +32.0% | -2.6% |
| 6M | -4.1% | -45.8% | +41.6% | -3.9% |
| YTD | -5.4% | +79.4% | -84.7% | -6.0% |
| 1Y | -7.0% | +91.0% | -98.0% | -7.9% |
| All | -7.0% | +81.2% | -88.2% | -7.9% |
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