+143.0%
IBM vs DOCN
+74.7%
+68.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.0% |
| 7D | -5.0% | -19.2% | +14.2% | -4.0% |
| 30D | +11.1% | -43.1% | +54.2% | +13.9% |
| 3M | +5.7% | -40.7% | +46.4% | +7.9% |
| 6M | +10.1% | -55.0% | +65.1% | +13.6% |
| YTD | -15.6% | +50.6% | -66.2% | -19.8% |
| 1Y | -19.5% | +54.0% | -73.5% | -23.7% |
| 3Y | +80.4% | +203.9% | -123.5% | +64.7% |
| 5Y | +140.0% | -29.4% | +169.4% | +114.8% |
| All | +143.0% | +74.7% | +68.3% | +134.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling