+133.0%
IBM vs DOCN
+171.0%
-38.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.1% |
| 7D | -0.3% | +1.1% | -1.4% | -0.4% |
| 30D | +0.3% | -9.6% | +9.9% | +0.7% |
| 3M | -21.6% | -37.7% | +16.1% | -19.9% |
| 6M | -4.7% | +115.2% | -119.9% | -10.5% |
| YTD | -19.1% | +133.7% | -152.8% | -24.5% |
| 1Y | -2.5% | +250.2% | -252.7% | -11.2% |
| 3Y | +74.2% | +320.3% | -246.1% | +56.5% |
| 5Y | +113.1% | +53.1% | +60.0% | +91.2% |
| All | +133.0% | +171.0% | -38.1% | +121.2% |
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