-43.4%
TOST vs DOCN
+4.3%
-47.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -7.2% | +12.6% | +7.9% |
| 7D | +10.7% | -20.0% | +30.8% | +18.9% |
| 30D | +17.7% | -38.8% | +56.5% | +37.0% |
| 3M | +4.6% | -34.8% | +39.4% | +15.9% |
| 6M | +20.3% | -22.8% | +43.0% | +11.9% |
| YTD | -0.4% | +74.6% | -75.0% | -39.9% |
| 1Y | -0.8% | +116.4% | -117.2% | -46.5% |
| 3Y | +102.2% | +239.3% | -137.1% | -26.0% |
| 5Y | -41.3% | -20.2% | -21.1% | -61.5% |
| All | -43.4% | +4.3% | -47.7% | -66.0% |
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