+105.1%
DOCN vs IT
+5.8%
+99.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.2% | +7.4% | +8.8% |
| 7D | +3.7% | -6.8% | +10.6% | +6.7% |
| 30D | -33.7% | -0.6% | -33.1% | -34.6% |
| 3M | -27.9% | +3.1% | -31.0% | -31.6% |
| 6M | -46.4% | +25.5% | -71.9% | -56.3% |
| YTD | +81.1% | -23.5% | +104.6% | +96.3% |
| 1Y | +74.3% | -16.6% | +90.9% | +76.9% |
| 3Y | +245.8% | -53.1% | +298.9% | +410.2% |
| 5Y | -23.7% | -41.4% | +17.7% | -14.5% |
| All | +105.1% | +5.8% | +99.2% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling