+215.6%
DOCN vs ITW
+34.9%
+180.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.2% |
| 7D | -12.1% | +0.5% | -12.6% | -12.2% |
| 30D | -41.0% | +9.1% | -50.1% | -44.5% |
| 3M | -38.7% | -1.6% | -37.1% | -38.0% |
| 6M | -51.5% | +14.5% | -66.0% | -57.9% |
| YTD | +65.3% | +19.2% | +46.1% | +34.7% |
| 1Y | +53.9% | +20.9% | +33.0% | +22.7% |
| 3Y | +215.6% | +33.1% | +182.4% | +141.2% |
| All | +215.6% | +34.9% | +180.7% | +141.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling