-53.7%
DOCN vs IRM
-17.5%
-36.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -11.1% | -4.8% | -3.6% |
| 7D | -29.3% | -10.9% | -18.4% | -19.2% |
| 30D | -46.0% | -9.4% | -36.6% | -39.1% |
| 3M | -43.2% | -16.4% | -26.8% | -31.1% |
| 6M | -53.7% | -18.7% | -35.0% | -42.0% |
| All | -53.7% | -17.5% | -36.2% | -42.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling