+105.1%
DOCN vs IJR
+45.2%
+59.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.8% | +8.8% | +8.3% |
| 7D | +3.7% | -0.4% | +4.2% | +5.5% |
| 30D | -33.7% | +3.5% | -37.2% | -36.5% |
| 3M | -27.9% | -3.8% | -24.1% | -22.4% |
| 6M | -46.4% | +4.3% | -50.7% | -49.4% |
| YTD | +81.1% | +19.4% | +61.7% | +39.1% |
| 1Y | +74.3% | +20.5% | +53.8% | +31.7% |
| 3Y | +245.8% | +63.0% | +182.8% | +66.1% |
| 5Y | -23.7% | +28.6% | -52.3% | -48.0% |
| All | +105.1% | +45.2% | +59.8% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling