+124.0%
JPM vs DOCN
-32.3%
+156.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.4% | -1.1% |
| 7D | -0.8% | -19.2% | +18.4% | +1.1% |
| 30D | +1.5% | -43.1% | +44.5% | +6.3% |
| 3M | -5.7% | -40.7% | +35.0% | -2.0% |
| 6M | +7.2% | -55.0% | +62.2% | +13.4% |
| YTD | +5.8% | +50.6% | -44.8% | -3.9% |
| 1Y | +8.8% | +54.0% | -45.2% | -1.6% |
| 3Y | +147.4% | +203.9% | -56.5% | +102.3% |
| All | +124.0% | -32.3% | +156.3% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling