+66.4%
DOCN vs IP
-11.3%
+77.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.0% | -11.9% | -14.3% |
| 7D | -29.3% | -5.0% | -24.3% | -27.8% |
| 30D | -46.0% | +6.5% | -52.6% | -47.4% |
| 3M | -43.2% | -18.0% | -25.2% | -39.1% |
| 6M | -53.7% | +10.3% | -64.0% | -57.0% |
| YTD | +46.9% | -9.9% | +56.8% | +46.6% |
| 1Y | +54.3% | -1.1% | +55.4% | +46.9% |
| 3Y | +185.5% | +13.0% | +172.5% | +135.7% |
| 5Y | -31.1% | -12.3% | -18.8% | -36.4% |
| All | +66.4% | -11.3% | +77.7% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling