-9.2%
TSCO vs DOCN
-24.0%
+14.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.6% | -0.6% |
| 7D | +0.1% | +27.4% | -27.3% | -2.0% |
| 30D | +8.7% | -29.7% | +38.4% | +11.5% |
| 3M | +1.2% | -32.5% | +33.7% | +3.7% |
| 6M | +21.6% | -42.2% | +63.7% | +25.2% |
| YTD | -25.3% | +87.2% | -112.5% | -34.7% |
| 1Y | -33.0% | +86.2% | -119.2% | -41.5% |
| 3Y | -2.3% | +257.4% | -259.7% | -25.1% |
| 5Y | -9.2% | -27.4% | +18.2% | -22.4% |
| All | -9.2% | -24.0% | +14.9% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling