-27.5%
DOCN vs ITW
+35.5%
-62.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.4% | -4.4% |
| 7D | +19.1% | +2.3% | +16.8% | +16.7% |
| 30D | -21.0% | +6.7% | -27.7% | -25.7% |
| 3M | -34.7% | -0.5% | -34.2% | -34.9% |
| 6M | -45.8% | +16.4% | -62.2% | -55.2% |
| YTD | +79.4% | +19.0% | +60.4% | +42.3% |
| 1Y | +91.0% | +20.2% | +70.8% | +48.9% |
| 3Y | +237.5% | +33.1% | +204.4% | +133.6% |
| All | -27.5% | +35.5% | -62.9% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling