+26.1%
TTWO vs DOCN
+171.0%
-144.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.1% |
| 7D | -8.8% | +1.1% | -9.9% | -8.9% |
| 30D | -8.6% | -9.6% | +1.0% | -7.7% |
| 3M | -0.9% | -37.7% | +36.8% | +4.1% |
| 6M | -0.5% | +115.2% | -115.7% | -14.8% |
| YTD | -16.1% | +133.7% | -149.9% | -29.5% |
| 1Y | -10.8% | +250.2% | -260.9% | -30.4% |
| 3Y | +51.4% | +320.3% | -268.9% | +8.6% |
| 5Y | +33.7% | +53.1% | -19.4% | +5.7% |
| All | +26.1% | +171.0% | -144.9% | -6.9% |
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 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