+56.7%
TOST vs DOCN
+324.7%
-268.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.5% |
| 7D | -3.4% | +1.1% | -4.5% | -3.7% |
| 30D | -2.4% | -9.6% | +7.2% | -1.2% |
| 3M | +34.6% | -37.7% | +72.3% | +45.5% |
| 6M | +15.2% | +115.2% | -100.0% | -17.3% |
| YTD | -4.4% | +133.7% | -138.1% | -34.4% |
| 1Y | -17.4% | +250.2% | -267.6% | -51.4% |
| All | +56.7% | +324.7% | -268.1% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling