+27.6%
DOC vs IBN
+19.9%
+7.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.8% | -0.6% | +0.8% |
| 7D | +8.7% | +8.9% | -0.2% | +3.2% |
| 30D | +7.6% | +12.6% | -5.0% | +0.4% |
| 3M | -5.3% | +3.1% | -8.3% | -6.6% |
| 6M | +27.6% | +20.6% | +7.0% | +7.8% |
| All | +27.6% | +19.9% | +7.7% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 6mo: compounded portfolio wealth divided by compounded IBN 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…
6mo analysis · Full analysis span regression · 6 months rolling