+103.1%
DOCN vs IRM
+289.5%
-186.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.4% | -3.6% |
| 7D | +19.1% | +6.8% | +12.3% | +13.9% |
| 30D | -21.0% | +2.6% | -23.6% | -21.6% |
| 3M | -34.7% | -9.5% | -25.3% | -29.0% |
| 6M | -45.8% | -8.5% | -37.3% | -41.7% |
| YTD | +79.4% | +40.3% | +39.1% | +45.9% |
| 1Y | +91.0% | +28.7% | +62.3% | +63.9% |
| 3Y | +237.5% | +111.8% | +125.6% | +89.2% |
| 5Y | -30.4% | +189.1% | -219.5% | -68.2% |
| All | +103.1% | +289.5% | -186.4% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling