+18.9%
IWM vs DOCN
+110.0%
-91.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.2% | +8.7% | +2.0% |
| 7D | +1.0% | -20.0% | +21.0% | +2.6% |
| 30D | +0.2% | -38.8% | +39.0% | +3.6% |
| 3M | -5.6% | -34.8% | +29.2% | -3.1% |
| 6M | +2.7% | -22.8% | +25.5% | +3.1% |
| YTD | +16.2% | +74.6% | -58.4% | +4.9% |
| 1Y | +18.9% | +116.4% | -97.5% | +3.8% |
| All | +18.9% | +110.0% | -91.1% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling