+164.6%
DOCN vs IP
-3.6%
+168.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +2.0% |
| 7D | +1.1% | -5.3% | +6.4% | +3.3% |
| 30D | -9.6% | -10.9% | +1.2% | -5.8% |
| 3M | -37.7% | +11.2% | -48.9% | -41.8% |
| 6M | +115.2% | -10.2% | +125.4% | +118.6% |
| YTD | +133.7% | -2.0% | +135.7% | +126.7% |
| 1Y | +250.2% | -19.1% | +269.3% | +269.3% |
| 3Y | +320.3% | +20.9% | +299.4% | +241.2% |
| 5Y | +53.1% | -17.8% | +70.9% | +36.6% |
| All | +164.6% | -3.6% | +168.2% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling