+9.5%
IBM vs DOCN
-45.7%
+55.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -15.9% | +13.0% | -3.0% |
| 7D | -4.3% | -29.3% | +25.0% | -4.9% |
| 30D | +11.7% | -46.0% | +57.7% | +10.4% |
| 3M | +5.5% | -43.2% | +48.7% | +4.6% |
| 6M | +9.5% | -53.7% | +63.2% | +10.6% |
| All | +9.5% | -45.7% | +55.2% | +10.6% |
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 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