+70.5%
DOCN vs ITW
+47.5%
+23.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.9% |
| 7D | -19.2% | +0.9% | -20.0% | -19.7% |
| 30D | -43.1% | +7.6% | -50.6% | -46.8% |
| 3M | -40.7% | -4.0% | -36.7% | -39.0% |
| 6M | -55.0% | +9.2% | -64.2% | -59.9% |
| YTD | +50.6% | +16.2% | +34.4% | +23.8% |
| 1Y | +54.0% | +17.9% | +36.0% | +24.0% |
| 3Y | +203.9% | +30.6% | +173.3% | +121.2% |
| 5Y | -29.4% | +35.2% | -64.5% | -53.4% |
| All | +70.5% | +47.5% | +23.0% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling