+323.1%
DOCN vs IJH
+52.8%
+270.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.6% |
| 7D | +1.1% | +0.1% | +1.0% | +0.9% |
| 30D | -9.6% | -1.5% | -8.1% | -6.7% |
| 3M | -37.7% | +0.8% | -38.5% | -38.1% |
| 6M | +115.2% | +7.6% | +107.7% | +90.9% |
| YTD | +133.7% | +15.5% | +118.2% | +82.9% |
| 1Y | +250.2% | +16.9% | +233.3% | +169.2% |
| All | +323.1% | +52.8% | +270.3% | +93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling