-17.2%
TMUS vs DOCN
-20.0%
+2.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.2% | +10.2% | +2.1% |
| 7D | +7.5% | -20.0% | +27.5% | +4.5% |
| 30D | -3.3% | -38.8% | +35.5% | -8.2% |
| 3M | -9.7% | -34.8% | +25.2% | -13.3% |
| 6M | -17.2% | -22.8% | +5.6% | -19.8% |
| All | -17.2% | -20.0% | +2.8% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling