+18.6%
TSCO vs DOCN
+74.7%
-56.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.9% |
| 7D | +7.1% | -19.2% | +26.3% | +8.8% |
| 30D | +11.8% | -43.1% | +54.8% | +16.6% |
| 3M | +7.4% | -40.7% | +48.1% | +11.0% |
| 6M | +13.4% | -55.0% | +68.4% | +19.3% |
| YTD | -25.9% | +50.6% | -76.5% | -33.7% |
| 1Y | -29.9% | +54.0% | -83.8% | -37.5% |
| 3Y | -3.4% | +203.9% | -207.2% | -24.1% |
| 5Y | -9.4% | -29.4% | +20.0% | -22.6% |
| All | +18.6% | +74.7% | -56.1% | -3.1% |
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