+164.6%
DOCN vs IJR
+47.8%
+116.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.2% |
| 7D | +1.1% | -0.2% | +1.3% | +1.4% |
| 30D | -9.6% | -2.4% | -7.2% | -5.9% |
| 3M | -37.7% | +3.9% | -41.6% | -41.3% |
| 6M | +115.2% | +12.4% | +102.8% | +79.9% |
| YTD | +133.7% | +21.5% | +112.2% | +72.8% |
| 1Y | +250.2% | +24.0% | +226.2% | +151.9% |
| 3Y | +320.3% | +49.7% | +270.6% | +130.9% |
| 5Y | +53.1% | +39.7% | +13.4% | -2.8% |
| All | +164.6% | +47.8% | +116.9% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling