-13.3%
IBM vs DOCN
+110.0%
-123.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.2% | +8.9% | +1.9% |
| 7D | +0.4% | -20.0% | +20.5% | +1.2% |
| 30D | +14.8% | -38.8% | +53.6% | +16.7% |
| 3M | +8.9% | -34.8% | +43.7% | +10.2% |
| 6M | +12.4% | -22.8% | +35.2% | +10.5% |
| YTD | -12.4% | +74.6% | -87.0% | -24.7% |
| 1Y | -13.3% | +116.4% | -129.7% | -28.0% |
| All | -13.3% | +110.0% | -123.3% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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