+66.4%
DOCN vs IRM
+261.2%
-194.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -11.1% | -4.8% | -7.9% |
| 7D | -29.3% | -10.9% | -18.4% | -22.7% |
| 30D | -46.0% | -9.4% | -36.6% | -41.4% |
| 3M | -43.2% | -16.4% | -26.8% | -34.8% |
| 6M | -53.7% | -18.7% | -35.0% | -45.9% |
| YTD | +46.9% | +30.1% | +16.8% | +25.8% |
| 1Y | +54.3% | +8.5% | +45.8% | +48.6% |
| 3Y | +185.5% | +88.0% | +97.5% | +73.9% |
| 5Y | -31.1% | +167.6% | -198.7% | -66.9% |
| All | +66.4% | +261.2% | -194.9% | -9.0% |
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 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