+38.2%
IWM vs DOCN
+74.7%
-36.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.6% |
| 7D | -2.0% | -19.2% | +17.1% | +1.2% |
| 30D | -1.5% | -43.1% | +41.6% | +7.1% |
| 3M | -8.0% | -40.7% | +32.7% | -1.6% |
| 6M | -4.1% | -55.0% | +50.9% | +6.0% |
| YTD | +11.9% | +50.6% | -38.7% | -3.9% |
| 1Y | +15.0% | +54.0% | -38.9% | -1.9% |
| 3Y | +64.2% | +203.9% | -139.7% | +17.6% |
| 5Y | +20.4% | -29.4% | +49.8% | -3.0% |
| All | +38.2% | +74.7% | -36.5% | +4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling