-29.4%
TSCO vs DOCN
+110.0%
-139.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.2% | +11.4% | +4.0% |
| 7D | +15.7% | -20.0% | +35.8% | +15.2% |
| 30D | +16.4% | -38.8% | +55.2% | +15.7% |
| 3M | +11.2% | -34.8% | +46.0% | +10.7% |
| 6M | +14.9% | -22.8% | +37.7% | +13.1% |
| YTD | -25.4% | +74.6% | -100.0% | -31.3% |
| 1Y | -29.4% | +116.4% | -145.8% | -36.4% |
| All | -29.4% | +110.0% | -139.4% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling