+164.6%
DOCN vs IRM
+297.0%
-132.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +1.7% |
| 7D | +1.1% | -0.5% | +1.6% | +1.5% |
| 30D | -9.6% | -8.1% | -1.6% | -3.9% |
| 3M | -37.7% | -9.7% | -28.0% | -33.2% |
| 6M | +115.2% | +10.0% | +105.2% | +103.1% |
| YTD | +133.7% | +43.0% | +90.7% | +85.3% |
| 1Y | +250.2% | +32.7% | +217.5% | +190.4% |
| 3Y | +320.3% | +102.7% | +217.6% | +140.6% |
| 5Y | +53.1% | +187.6% | -134.5% | -33.3% |
| All | +164.6% | +297.0% | -132.4% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling