-43.8%
TOST vs DOCN
-12.3%
-31.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -15.9% | +15.3% | +4.8% |
| 7D | +11.6% | -29.3% | +40.9% | +24.3% |
| 30D | +16.2% | -46.0% | +62.3% | +40.4% |
| 3M | +1.0% | -43.2% | +44.2% | +16.5% |
| 6M | +23.2% | -53.7% | +76.9% | +45.6% |
| YTD | -1.0% | +46.9% | -47.9% | -37.0% |
| 1Y | -9.9% | +54.3% | -64.2% | -44.4% |
| 3Y | +101.0% | +185.5% | -84.5% | -22.4% |
| 5Y | -40.4% | -31.1% | -9.3% | -58.8% |
| All | -43.8% | -12.3% | -31.5% | -64.3% |
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