+250.2%
DOCN vs IR
-1.2%
+251.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.4% |
| 7D | +1.1% | -2.8% | +4.0% | +2.0% |
| 30D | -9.6% | -15.1% | +5.5% | -5.5% |
| 3M | -37.7% | +6.1% | -43.8% | -38.9% |
| 6M | +115.2% | -16.8% | +132.0% | +125.1% |
| YTD | +133.7% | -3.5% | +137.3% | +133.0% |
| 1Y | +250.2% | -3.5% | +253.6% | +249.0% |
| All | +250.2% | -1.2% | +251.4% | +249.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling