+116.4%
DOCN vs IJH
+17.8%
+98.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.6% | -7.8% | -8.5% |
| 7D | -20.0% | +1.7% | -21.7% | -22.8% |
| 30D | -38.8% | +1.2% | -40.0% | -39.9% |
| 3M | -34.8% | -3.4% | -31.4% | -29.6% |
| 6M | -22.8% | +3.7% | -26.5% | -26.0% |
| YTD | +74.6% | +13.9% | +60.7% | +41.2% |
| 1Y | +116.4% | +17.4% | +99.0% | +66.9% |
| All | +116.4% | +17.8% | +98.6% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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