+237.5%
DOCN vs IJH
+58.2%
+179.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.0% | -3.9% |
| 7D | +19.1% | +2.3% | +16.8% | +14.3% |
| 30D | -21.0% | +2.1% | -23.1% | -22.9% |
| 3M | -34.7% | -5.7% | -29.1% | -26.0% |
| 6M | -45.8% | +1.4% | -47.2% | -45.9% |
| YTD | +79.4% | +12.6% | +66.7% | +50.1% |
| 1Y | +91.0% | +16.1% | +74.9% | +51.1% |
| 3Y | +237.5% | +57.8% | +179.6% | +82.5% |
| All | +237.5% | +58.2% | +179.3% | +82.5% |
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