+56.0%
TMUS vs DOCN
+171.0%
-115.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.3% | -3.5% |
| 7D | +0.1% | +1.1% | -1.1% | 0.0% |
| 30D | +5.3% | -9.6% | +14.9% | +5.4% |
| 3M | +3.1% | -37.7% | +40.8% | +4.4% |
| 6M | -16.5% | +115.2% | -131.7% | -20.0% |
| YTD | -9.2% | +133.7% | -142.9% | -13.6% |
| 1Y | -26.5% | +250.2% | -276.6% | -31.7% |
| 3Y | +39.0% | +320.3% | -281.3% | +23.9% |
| 5Y | +40.4% | +53.1% | -12.7% | +29.5% |
| All | +56.0% | +171.0% | -115.0% | +41.5% |
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