+148.3%
IBM vs DOCN
-21.6%
+169.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.6% | -8.1% | +0.9% |
| 7D | -1.7% | +3.7% | -5.4% | -2.0% |
| 30D | +10.1% | -33.7% | +43.8% | +12.5% |
| 3M | +4.8% | -27.9% | +32.7% | +6.2% |
| 6M | +12.6% | -46.4% | +59.0% | +15.8% |
| YTD | -13.9% | +81.1% | -95.0% | -20.2% |
| 1Y | -18.7% | +74.3% | -93.0% | -24.5% |
| 3Y | +81.9% | +245.8% | -163.9% | +59.5% |
| 5Y | +148.3% | -23.7% | +172.1% | +118.6% |
| All | +148.3% | -21.6% | +169.9% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling