+10.9%
JPM vs DOCN
+70.8%
-59.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.6% | -9.2% | 0.0% |
| 7D | -2.5% | +3.7% | -6.2% | -2.7% |
| 30D | +2.7% | -33.7% | +36.4% | +3.8% |
| 3M | -4.7% | -27.9% | +23.2% | -4.1% |
| 6M | +15.6% | -46.4% | +62.0% | +17.0% |
| YTD | +8.6% | +81.1% | -72.5% | -2.2% |
| 1Y | +10.9% | +74.3% | -63.4% | +0.3% |
| All | +10.9% | +70.8% | -59.9% | +0.3% |
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