+43.5%
DOCN vs IOT
+61.4%
-17.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -0.9% | +1.1% |
| 7D | +1.1% | -2.3% | +3.5% | +2.2% |
| 30D | -9.6% | +3.8% | -13.4% | -11.6% |
| 3M | -37.7% | +14.2% | -51.9% | -43.9% |
| 6M | +115.2% | +40.1% | +75.1% | +69.4% |
| YTD | +133.7% | +13.4% | +120.3% | +102.1% |
| 1Y | +250.2% | +12.2% | +238.0% | +198.0% |
| 3Y | +320.3% | +30.0% | +290.3% | +201.0% |
| All | +43.5% | +61.4% | -17.9% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling