+145.1%
IBM vs DOCN
+70.4%
+74.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -15.9% | +13.0% | -2.0% |
| 7D | -4.3% | -29.3% | +25.0% | -2.8% |
| 30D | +11.7% | -46.0% | +57.7% | +14.8% |
| 3M | +5.5% | -43.2% | +48.7% | +7.9% |
| 6M | +9.5% | -53.7% | +63.2% | +12.7% |
| YTD | -14.9% | +46.9% | -61.8% | -19.0% |
| 1Y | -17.4% | +54.3% | -71.7% | -21.6% |
| 3Y | +83.3% | +185.5% | -102.3% | +67.6% |
| 5Y | +142.1% | -31.1% | +173.2% | +116.9% |
| All | +145.1% | +70.4% | +74.7% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling