+162.7%
JPM vs DOCN
+110.0%
+52.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.6% | -9.2% | -0.4% |
| 7D | -2.5% | +3.7% | -6.2% | -2.9% |
| 30D | +2.7% | -33.7% | +36.4% | +5.8% |
| 3M | -4.7% | -27.9% | +23.2% | -3.0% |
| 6M | +15.6% | -46.4% | +62.0% | +19.8% |
| YTD | +8.6% | +81.1% | -72.5% | -1.6% |
| 1Y | +10.9% | +74.3% | -63.4% | +0.7% |
| 3Y | +149.9% | +245.8% | -95.9% | +108.4% |
| 5Y | +131.9% | -23.7% | +155.7% | +95.3% |
| All | +162.7% | +110.0% | +52.7% | +130.7% |
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