+8.8%
JPM vs DOCN
+50.9%
-42.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.4% | -0.9% |
| 7D | -0.8% | -19.2% | +18.4% | -0.1% |
| 30D | +1.5% | -43.1% | +44.5% | +3.2% |
| 3M | -5.7% | -40.7% | +35.0% | -4.4% |
| 6M | +7.2% | -55.0% | +62.2% | +9.3% |
| YTD | +5.8% | +50.6% | -44.8% | -4.0% |
| 1Y | +8.8% | +54.0% | -45.2% | -1.9% |
| All | +8.8% | +50.9% | -42.1% | -1.9% |
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