-31.1%
DOCN vs IRM
+173.7%
-204.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -11.1% | -4.8% | -6.9% |
| 7D | -29.3% | -10.9% | -18.4% | -21.9% |
| 30D | -46.0% | -9.4% | -36.6% | -40.8% |
| 3M | -43.2% | -16.4% | -26.8% | -33.7% |
| 6M | -53.7% | -18.7% | -35.0% | -44.9% |
| YTD | +46.9% | +30.1% | +16.8% | +21.8% |
| 1Y | +54.3% | +8.5% | +45.8% | +46.6% |
| 3Y | +185.5% | +88.0% | +97.5% | +49.3% |
| 5Y | -31.1% | +167.6% | -198.7% | -76.4% |
| All | -31.1% | +173.7% | -204.8% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling