+62.1%
IEFA vs DOCN
+189.9%
-127.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.0% |
| 7D | -1.6% | -19.2% | +17.6% | -0.1% |
| 30D | -1.5% | -43.1% | +41.6% | +2.5% |
| 3M | -5.2% | -40.7% | +35.5% | -2.1% |
| 6M | -1.6% | -55.0% | +53.4% | +3.3% |
| YTD | +7.7% | +50.6% | -42.9% | -0.6% |
| 1Y | +12.2% | +54.0% | -41.7% | +3.1% |
| 3Y | +62.1% | +203.9% | -141.8% | +35.6% |
| All | +62.1% | +189.9% | -127.9% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling