-35.6%
DOCN vs IT
-43.2%
+7.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.0% | +6.5% | +4.0% |
| 7D | -19.2% | -16.9% | -2.2% | -13.9% |
| 30D | -43.1% | +2.3% | -45.4% | -44.7% |
| 3M | -40.7% | +2.9% | -43.6% | -43.8% |
| 6M | -55.0% | +25.9% | -80.8% | -63.7% |
| YTD | +50.6% | -24.6% | +75.3% | +65.8% |
| 1Y | +54.0% | -16.0% | +70.0% | +55.3% |
| 3Y | +203.9% | -51.6% | +255.5% | +333.5% |
| All | -35.6% | -43.2% | +7.6% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling