+164.6%
DOCN vs IR
+61.6%
+103.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +1.7% |
| 7D | +1.1% | -2.8% | +4.0% | +3.5% |
| 30D | -9.6% | -15.1% | +5.5% | +3.6% |
| 3M | -37.7% | +6.1% | -43.8% | -41.9% |
| 6M | +115.2% | -16.8% | +132.0% | +144.2% |
| YTD | +133.7% | -3.5% | +137.3% | +127.3% |
| 1Y | +250.2% | -3.5% | +253.6% | +236.6% |
| 3Y | +320.3% | +9.5% | +310.8% | +244.9% |
| 5Y | +53.1% | +45.1% | +8.0% | +0.8% |
| All | +164.6% | +61.6% | +103.1% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling