-28.9%
TLT vs DOCN
+102.5%
-131.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.2% | +8.0% | +0.9% |
| 7D | +1.0% | -20.0% | +21.0% | +1.3% |
| 30D | +6.0% | -38.8% | +44.8% | +6.8% |
| 3M | -0.9% | -34.8% | +33.9% | -0.4% |
| 6M | -2.3% | -22.8% | +20.5% | -2.3% |
| YTD | -3.3% | +74.6% | -77.9% | -4.9% |
| 1Y | -5.6% | +116.4% | -122.0% | -7.6% |
| 3Y | +5.2% | +239.3% | -234.1% | +1.1% |
| 5Y | -33.9% | -20.2% | -13.6% | -35.4% |
| All | -28.9% | +102.5% | -131.3% | -33.3% |
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