+78.0%
DOCN vs IRE
-98.0%
+176.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -33.9% | +18.1% | -10.3% |
| 7D | -29.3% | -57.1% | +27.9% | -20.1% |
| 30D | -46.0% | -84.4% | +38.4% | -30.2% |
| 3M | -43.2% | -85.0% | +41.8% | -27.4% |
| 6M | -53.7% | -95.2% | +41.5% | -37.1% |
| YTD | +46.9% | -93.9% | +140.9% | +78.6% |
| 1Y | +54.3% | -98.8% | +153.2% | +130.5% |
| All | +78.0% | -98.0% | +176.0% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 5y: compounded portfolio wealth divided by compounded IRE 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…
5y analysis · Full analysis span regression · 6 months rolling