+87.1%
DOCN vs IT
+3.6%
+83.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.0% |
| 7D | -12.1% | -7.5% | -4.6% | -9.5% |
| 30D | -41.0% | -1.2% | -39.9% | -41.8% |
| 3M | -38.7% | -2.2% | -36.5% | -40.5% |
| 6M | -51.5% | +19.1% | -70.6% | -59.3% |
| YTD | +65.3% | -25.1% | +90.4% | +80.4% |
| 1Y | +53.9% | -17.4% | +71.3% | +55.9% |
| 3Y | +215.6% | -54.1% | +269.7% | +369.0% |
| 5Y | -26.2% | -42.7% | +16.5% | -16.6% |
| All | +87.1% | +3.6% | +83.5% | +68.9% |
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