+240.7%
DOCN vs IJR
+63.8%
+176.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -36.4% |
| 3M | -27.9% | -3.8% | -24.1% | -22.6% |
| 6M | -46.4% | +4.3% | -50.7% | -49.2% |
| YTD | +81.1% | +19.4% | +61.7% | +40.5% |
| 1Y | +74.3% | +20.5% | +53.8% | +33.2% |
| All | +240.7% | +63.8% | +176.9% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling