+12.4%
IBM vs DOCN
-20.0%
+32.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.2% | +8.9% | +1.6% |
| 7D | +0.4% | -20.0% | +20.5% | 0.0% |
| 30D | +14.8% | -38.8% | +53.6% | +13.8% |
| 3M | +8.9% | -34.8% | +43.7% | +8.3% |
| 6M | +12.4% | -22.8% | +35.2% | +14.1% |
| All | +12.4% | -20.0% | +32.4% | +14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling