+16.1%
JPM vs DOCN
+110.0%
-94.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.2% | +11.3% | +4.4% |
| 7D | +3.8% | -20.0% | +23.8% | +4.5% |
| 30D | +6.5% | -38.8% | +45.2% | +8.1% |
| 3M | -1.0% | -34.8% | +33.8% | +0.1% |
| 6M | +15.5% | -22.8% | +38.3% | +14.4% |
| YTD | +11.4% | +74.6% | -63.2% | +2.1% |
| 1Y | +16.1% | +116.4% | -100.4% | +3.9% |
| All | +16.1% | +110.0% | -94.0% | +3.9% |
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 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