+34.9%
TTWO vs DOCN
+54.1%
-19.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.1% |
| 7D | -8.8% | +1.1% | -9.9% | -9.0% |
| 30D | -8.6% | -9.6% | +1.0% | -7.7% |
| 3M | -0.9% | -37.7% | +36.8% | +4.4% |
| 6M | -0.5% | +115.2% | -115.7% | -15.7% |
| YTD | -16.1% | +133.7% | -149.9% | -30.4% |
| 1Y | -10.8% | +250.2% | -260.9% | -31.6% |
| 3Y | +51.4% | +320.3% | -268.9% | +5.6% |
| All | +34.9% | +54.1% | -19.2% | +6.4% |
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