-18.8%
IBM vs DOCN
+55.6%
-74.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.6% | +0.2% |
| 7D | -2.5% | -12.8% | +10.3% | -2.2% |
| 30D | +8.4% | -41.9% | +50.3% | +10.1% |
| 3M | +4.5% | -36.9% | +41.4% | +5.6% |
| 6M | +7.9% | -52.2% | +60.1% | +10.9% |
| YTD | -15.2% | +62.7% | -77.9% | -28.2% |
| All | -18.8% | +55.6% | -74.3% | -29.6% |
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