+87.1%
DOCN vs IJR
+40.3%
+46.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.7% | +13.4% | +13.9% |
| 7D | +16.3% | +0.9% | +15.4% | +14.3% |
| 30D | +2.0% | -3.1% | +5.2% | +7.7% |
| 3M | -25.2% | +4.4% | -29.6% | -30.6% |
| 6M | +132.7% | +16.1% | +116.5% | +81.9% |
| YTD | +163.3% | +20.6% | +142.7% | +92.4% |
| 1Y | +280.3% | +22.9% | +257.5% | +170.4% |
| 3Y | +371.8% | +55.2% | +316.6% | +127.5% |
| 5Y | +87.1% | +41.1% | +46.0% | +16.9% |
| All | +87.1% | +40.3% | +46.8% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling