+116.4%
DOCN vs IJR
+24.2%
+92.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.3% | -8.5% | -9.3% |
| 7D | -20.0% | +2.3% | -22.3% | -23.0% |
| 30D | -38.8% | +2.8% | -41.6% | -41.3% |
| 3M | -34.8% | -4.6% | -30.2% | -29.6% |
| 6M | -22.8% | +5.7% | -28.4% | -28.5% |
| YTD | +74.6% | +19.9% | +54.7% | +32.0% |
| 1Y | +116.4% | +24.2% | +92.3% | +54.9% |
| All | +116.4% | +24.2% | +92.2% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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