+87.1%
DOCN vs IRM
+279.3%
-192.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | -12.1% | -5.1% | -7.1% | -8.2% |
| 30D | -41.0% | -3.3% | -37.8% | -38.8% |
| 3M | -38.7% | -8.2% | -30.5% | -33.9% |
| 6M | -51.5% | -12.8% | -38.7% | -46.1% |
| YTD | +65.3% | +36.6% | +28.6% | +36.8% |
| 1Y | +53.9% | +11.9% | +42.0% | +45.0% |
| 3Y | +215.6% | +105.1% | +110.4% | +80.9% |
| 5Y | -26.2% | +182.4% | -208.5% | -65.6% |
| All | +87.1% | +279.3% | -192.2% | -1.1% |
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