-19.9%
TMUS vs DOCN
+56.0%
-75.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.9% | +16.7% | -0.8% |
| 7D | +9.0% | -29.3% | +38.3% | +5.3% |
| 30D | -3.2% | -46.0% | +42.8% | -8.4% |
| 3M | -6.9% | -43.2% | +36.3% | -11.1% |
| 6M | -16.4% | -53.7% | +37.3% | -20.4% |
| YTD | -19.6% | +46.9% | -66.6% | -18.2% |
| 1Y | -19.9% | +54.3% | -74.2% | -18.2% |
| All | -19.9% | +56.0% | -75.9% | -18.2% |
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