+59.0%
DOCN vs IJR
+20.1%
+39.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +2.2% |
| 7D | -12.1% | +0.1% | -12.2% | -11.5% |
| 30D | -41.0% | +2.6% | -43.7% | -42.6% |
| 3M | -38.7% | -4.3% | -34.4% | -33.7% |
| 6M | -51.5% | +2.7% | -54.2% | -52.7% |
| YTD | +65.3% | +18.5% | +46.8% | +33.8% |
| All | +59.0% | +20.1% | +39.0% | +27.9% |
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