+162.3%
JPM vs DOCN
+117.0%
+45.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.5% | -0.4% |
| 7D | +1.6% | +27.4% | -25.8% | -0.5% |
| 30D | +3.4% | -29.7% | +33.2% | +6.0% |
| 3M | -5.7% | -32.5% | +26.8% | -3.4% |
| 6M | +13.5% | -42.2% | +55.7% | +16.9% |
| YTD | +8.4% | +87.2% | -78.7% | -2.0% |
| 1Y | +9.1% | +86.2% | -77.2% | -1.5% |
| 3Y | +149.5% | +257.4% | -107.9% | +107.5% |
| 5Y | +132.6% | -27.4% | +160.0% | +94.9% |
| All | +162.3% | +117.0% | +45.2% | +129.7% |
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