+39.3%
TMUS vs DOCN
+74.7%
-35.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.9% |
| 7D | +3.6% | -19.2% | +22.7% | +3.7% |
| 30D | -3.4% | -43.1% | +39.7% | -2.9% |
| 3M | -9.5% | -40.7% | +31.2% | -9.3% |
| 6M | -15.2% | -55.0% | +39.8% | -14.5% |
| YTD | -18.9% | +50.6% | -69.5% | -22.8% |
| 1Y | -17.7% | +54.0% | -71.7% | -21.8% |
| 3Y | +15.6% | +203.9% | -188.3% | +2.4% |
| 5Y | +38.9% | -29.4% | +68.3% | +29.0% |
| All | +39.3% | +74.7% | -35.4% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling