+91.0%
DOCN vs IRM
+20.8%
+70.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.4% | -3.5% |
| 7D | +19.1% | +6.8% | +12.3% | +12.5% |
| 30D | -21.0% | +2.6% | -23.6% | -21.7% |
| 3M | -34.7% | -9.5% | -25.3% | -28.3% |
| 6M | -45.8% | -8.5% | -37.3% | -41.2% |
| YTD | +79.4% | +40.3% | +39.1% | +59.1% |
| 1Y | +91.0% | +28.7% | +62.3% | +73.5% |
| All | +91.0% | +20.8% | +70.2% | +73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling