+219.5%
DOCN vs IOT
+68.2%
+151.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.1% | +5.0% | +7.1% |
| 7D | -12.8% | +0.8% | -13.6% | -12.9% |
| 30D | -41.9% | +1.6% | -43.6% | -42.2% |
| 3M | -36.9% | +3.3% | -40.2% | -38.0% |
| 6M | -52.2% | +42.0% | -94.2% | -59.4% |
| YTD | +62.7% | +19.1% | +43.6% | +44.6% |
| 1Y | +58.2% | +8.8% | +49.5% | +45.7% |
| 3Y | +219.5% | +79.2% | +140.2% | +150.4% |
| All | +219.5% | +68.2% | +151.2% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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