+84.2%
DOCN vs ITW
+50.6%
+33.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.1% | +6.0% | +6.2% |
| 7D | -12.8% | -1.1% | -11.7% | -11.7% |
| 30D | -41.9% | +8.6% | -50.5% | -46.1% |
| 3M | -36.9% | -2.7% | -34.2% | -35.8% |
| 6M | -52.2% | +14.0% | -66.2% | -59.2% |
| YTD | +62.7% | +18.6% | +44.1% | +31.5% |
| 1Y | +58.2% | +19.8% | +38.5% | +26.0% |
| 3Y | +219.5% | +34.8% | +184.6% | +126.1% |
| 5Y | -32.9% | +37.5% | -70.4% | -56.5% |
| All | +84.2% | +50.6% | +33.7% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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