-7.5%
DOCN vs IOT
+64.6%
-72.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -19.2% | -2.6% | -16.6% | -18.1% |
| 30D | -43.1% | +1.2% | -44.2% | -43.4% |
| 3M | -40.7% | +7.2% | -47.9% | -43.5% |
| 6M | -55.0% | +41.7% | -96.7% | -64.3% |
| YTD | +50.6% | +15.6% | +35.0% | +27.7% |
| 1Y | +54.0% | +7.6% | +46.4% | +34.8% |
| 3Y | +203.9% | +69.8% | +134.1% | +86.4% |
| All | -7.5% | +64.6% | -72.1% | -52.4% |
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 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