+18.4%
IWM vs DOCN
+81.2%
-62.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.8% | 0.0% |
| 7D | +1.4% | +19.1% | -17.7% | -0.1% |
| 30D | +2.3% | -21.0% | +23.3% | +3.7% |
| 3M | -8.3% | -34.7% | +26.4% | -6.1% |
| 6M | -1.3% | -45.8% | +44.4% | +1.9% |
| YTD | +13.5% | +79.4% | -65.9% | +0.9% |
| 1Y | +18.4% | +91.0% | -72.6% | +3.5% |
| All | +18.4% | +81.2% | -62.8% | +3.5% |
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