-28.7%
TLT vs DOCN
+70.4%
-99.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -15.9% | +16.1% | +0.4% |
| 7D | +0.5% | -29.3% | +29.8% | +1.0% |
| 30D | +6.0% | -46.0% | +52.1% | +6.9% |
| 3M | -0.9% | -43.2% | +42.3% | -0.2% |
| 6M | -2.6% | -53.7% | +51.1% | -1.7% |
| YTD | -3.1% | +46.9% | -50.0% | -4.5% |
| 1Y | -4.4% | +54.3% | -58.7% | -5.9% |
| 3Y | +5.5% | +185.5% | -180.1% | +1.5% |
| 5Y | -34.7% | -31.1% | -3.6% | -36.1% |
| All | -28.7% | +70.4% | -99.1% | -33.0% |
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