+51.5%
DOCN vs ITW
+19.9%
+31.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.1% | +6.0% | +8.1% |
| 7D | -12.8% | -1.1% | -11.7% | -12.8% |
| 30D | -41.9% | +8.6% | -50.5% | -41.3% |
| 3M | -36.9% | -2.7% | -34.2% | -36.2% |
| 6M | -52.2% | +14.0% | -66.2% | -53.6% |
| YTD | +62.7% | +18.6% | +44.1% | +58.0% |
| All | +51.5% | +19.9% | +31.6% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling