+66.8%
ICE vs DOCN
+102.5%
-35.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -7.2% | +9.5% | +2.7% |
| 7D | +12.2% | -20.0% | +32.2% | +13.4% |
| 30D | +15.0% | -38.8% | +53.7% | +17.8% |
| 3M | +17.6% | -34.8% | +52.4% | +19.7% |
| 6M | +12.6% | -22.8% | +35.4% | +11.5% |
| YTD | +9.1% | +74.6% | -65.5% | -0.2% |
| 1Y | +20.6% | +116.4% | -95.8% | +7.9% |
| 3Y | +68.3% | +239.3% | -171.1% | +39.2% |
| 5Y | +36.8% | -20.2% | +57.1% | +20.2% |
| All | +66.8% | +102.5% | -35.6% | +39.5% |
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