+66.4%
DOCN vs IT
+8.6%
+57.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.4% | -11.5% | -14.2% |
| 7D | -29.3% | -12.0% | -17.3% | -26.2% |
| 30D | -46.0% | +7.1% | -53.1% | -48.4% |
| 3M | -43.2% | +6.3% | -49.4% | -46.7% |
| 6M | -53.7% | +32.5% | -86.2% | -63.3% |
| YTD | +46.9% | -21.5% | +68.4% | +57.7% |
| 1Y | +54.3% | -16.5% | +70.8% | +57.4% |
| 3Y | +185.5% | -48.8% | +234.3% | +288.5% |
| 5Y | -31.1% | -40.2% | +9.1% | -23.2% |
| All | +66.4% | +8.6% | +57.7% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling