+324.3%
DOCN vs IOT
+29.8%
+294.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -0.9% | +1.5% |
| 7D | +1.1% | -2.3% | +3.5% | +1.9% |
| 30D | -9.6% | +3.8% | -13.4% | -11.1% |
| 3M | -37.7% | +14.2% | -51.9% | -42.4% |
| 6M | +115.2% | +40.1% | +75.1% | +78.0% |
| YTD | +133.7% | +13.4% | +120.3% | +110.1% |
| 1Y | +250.2% | +12.2% | +238.0% | +210.9% |
| All | +324.3% | +29.8% | +294.4% | +192.1% |
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