+66.7%
IEFA vs DOCN
+248.6%
-181.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.6% | -9.3% | -0.5% |
| 7D | -1.1% | +3.7% | -4.8% | -1.5% |
| 30D | +1.3% | -33.7% | +35.0% | +4.2% |
| 3M | -3.2% | -27.9% | +24.7% | -1.5% |
| 6M | +2.0% | -46.4% | +48.4% | +5.7% |
| YTD | +10.7% | +81.1% | -70.4% | +0.4% |
| 1Y | +13.0% | +74.3% | -61.3% | +2.8% |
| All | +66.7% | +248.6% | -181.9% | +31.8% |
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