+164.8%
JPM vs DOCN
+108.0%
+56.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.1% | +1.3% |
| 7D | +3.5% | +19.1% | -15.6% | +1.9% |
| 30D | +3.3% | -21.0% | +24.3% | +4.9% |
| 3M | -4.2% | -34.7% | +30.6% | -1.6% |
| 6M | +16.4% | -45.8% | +62.2% | +20.5% |
| YTD | +9.5% | +79.4% | -69.9% | -0.7% |
| 1Y | +14.0% | +91.0% | -77.0% | +2.6% |
| 3Y | +153.1% | +237.5% | -84.4% | +111.5% |
| 5Y | +134.9% | -30.4% | +165.3% | +97.5% |
| All | +164.8% | +108.0% | +56.8% | +132.8% |
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 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