+97.7%
DOCN vs IP
-7.7%
+105.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.5% | -8.7% | -7.7% |
| 7D | -20.0% | +3.4% | -23.4% | -21.3% |
| 30D | -38.8% | +11.2% | -50.0% | -41.5% |
| 3M | -34.8% | -14.8% | -20.0% | -31.3% |
| 6M | -22.8% | +17.3% | -40.1% | -30.1% |
| YTD | +74.6% | -6.2% | +80.8% | +71.2% |
| 1Y | +116.4% | +2.3% | +114.1% | +102.9% |
| 3Y | +239.3% | +17.7% | +221.7% | +175.1% |
| 5Y | -20.2% | -8.4% | -11.8% | -27.7% |
| All | +97.7% | -7.7% | +105.4% | +78.6% |
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