+203.9%
DOCN vs IJR
+53.2%
+150.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.3% |
| 7D | -19.2% | -1.9% | -17.3% | -16.2% |
| 30D | -43.1% | +0.4% | -43.5% | -42.8% |
| 3M | -40.7% | -6.6% | -34.2% | -33.5% |
| 6M | -55.0% | -0.3% | -54.7% | -54.3% |
| YTD | +50.6% | +15.5% | +35.2% | +23.0% |
| 1Y | +54.0% | +19.2% | +34.7% | +19.7% |
| 3Y | +203.9% | +54.6% | +149.3% | +85.9% |
| All | +203.9% | +53.2% | +150.7% | +85.9% |
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