+250.2%
DOCN vs IDXX
-16.0%
+266.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.7% | +2.8% |
| 7D | +1.1% | -3.5% | +4.7% | +1.0% |
| 30D | -9.6% | -8.4% | -1.2% | -9.6% |
| 3M | -37.7% | -5.2% | -32.5% | -37.5% |
| 6M | +115.2% | -17.5% | +132.7% | +123.6% |
| YTD | +133.7% | -20.9% | +154.6% | +146.5% |
| 1Y | +250.2% | -16.4% | +266.6% | +262.7% |
| All | +250.2% | -16.0% | +266.2% | +262.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling