+60.1%
DOCN vs ITW
+34.1%
+25.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.4% |
| 7D | +1.1% | -3.6% | +4.7% | +4.7% |
| 30D | -9.6% | -9.1% | -0.5% | -0.9% |
| 3M | -37.7% | +8.2% | -45.9% | -44.3% |
| 6M | +115.2% | -4.8% | +120.0% | +119.7% |
| YTD | +133.7% | +11.0% | +122.7% | +99.5% |
| 1Y | +250.2% | +4.2% | +245.9% | +218.5% |
| 3Y | +320.3% | +17.3% | +303.0% | +235.2% |
| All | +60.1% | +34.1% | +25.9% | +4.3% |
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