-7.4%
TLT vs DOCN
+77.9%
-85.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.4% | -4.8% | -1.5% |
| 7D | -2.7% | +27.4% | -30.1% | -2.7% |
| 30D | +2.2% | -29.7% | +31.9% | +2.3% |
| 3M | -1.7% | -32.5% | +30.7% | -1.6% |
| 6M | -4.0% | -42.2% | +38.2% | -3.7% |
| YTD | -4.9% | +87.2% | -92.1% | -6.2% |
| 1Y | -7.4% | +86.2% | -93.6% | -8.5% |
| All | -7.4% | +77.9% | -85.3% | -8.5% |
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