+18.9%
TSCO vs DOCN
+108.0%
-89.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -0.1% |
| 7D | +0.3% | +19.1% | -18.8% | -1.2% |
| 30D | +11.3% | -21.0% | +32.3% | +13.0% |
| 3M | +1.5% | -34.7% | +36.2% | +4.2% |
| 6M | +24.0% | -45.8% | +69.7% | +28.4% |
| YTD | -25.7% | +79.4% | -105.1% | -34.5% |
| 1Y | -33.6% | +91.0% | -124.6% | -41.9% |
| 3Y | -1.5% | +237.5% | -239.0% | -23.1% |
| 5Y | -9.6% | -30.4% | +20.8% | -22.8% |
| All | +18.9% | +108.0% | -89.1% | -4.3% |
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