+22.0%
TSCO vs DOCN
+88.7%
-66.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.0% | -5.1% | +2.2% |
| 7D | +5.9% | -12.8% | +18.7% | +6.9% |
| 30D | +11.0% | -41.9% | +52.9% | +15.7% |
| 3M | +9.0% | -36.9% | +45.9% | +12.1% |
| 6M | +23.9% | -52.2% | +76.1% | +29.8% |
| YTD | -23.7% | +62.7% | -86.5% | -32.2% |
| 1Y | -29.4% | +58.2% | -87.7% | -37.1% |
| 3Y | +1.6% | +219.5% | -217.9% | -20.4% |
| 5Y | -7.1% | -32.9% | +25.7% | -20.4% |
| All | +22.0% | +88.7% | -66.7% | -0.9% |
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