-22.8%
DOCN vs IP
+12.9%
-35.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.5% | -8.7% | -7.2% |
| 7D | -20.0% | +3.4% | -23.4% | -20.2% |
| 30D | -38.8% | +11.2% | -50.0% | -39.4% |
| 3M | -34.8% | -14.8% | -20.0% | -34.5% |
| 6M | -22.8% | +17.3% | -40.1% | -33.0% |
| All | -22.8% | +12.9% | -35.7% | -33.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling