+283.3%
DOCN vs IDXX
-22.4%
+305.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.3% |
| 7D | +19.8% | -4.3% | +24.1% | +19.4% |
| 30D | +8.4% | -13.7% | +22.1% | +8.1% |
| 3M | -23.6% | -9.1% | -14.5% | -23.8% |
| 6M | +111.3% | -15.4% | +126.8% | +114.7% |
| YTD | +172.3% | -25.1% | +197.5% | +186.0% |
| 1Y | +283.3% | -20.6% | +303.9% | +294.3% |
| All | +283.3% | -22.4% | +305.7% | +294.3% |
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