+36.8%
IWM vs DOCN
+70.4%
-33.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -15.9% | +11.3% | -2.0% |
| 7D | -4.6% | -29.3% | +24.7% | +0.6% |
| 30D | -3.7% | -46.0% | +42.4% | +5.6% |
| 3M | -9.4% | -43.2% | +33.8% | -2.3% |
| 6M | -3.6% | -53.7% | +50.1% | +6.0% |
| YTD | +10.8% | +46.9% | -36.1% | -4.5% |
| 1Y | +11.9% | +54.3% | -42.5% | -4.7% |
| 3Y | +60.6% | +185.5% | -125.0% | +16.2% |
| 5Y | +19.2% | -31.1% | +50.3% | -3.6% |
| All | +36.8% | +70.4% | -33.5% | +4.3% |
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