+173.0%
JPM vs DOCN
+171.0%
+2.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.8% | -1.2% |
| 7D | +0.3% | +1.1% | -0.8% | +0.2% |
| 30D | -0.2% | -9.6% | +9.5% | +0.5% |
| 3M | +15.9% | -37.7% | +53.6% | +19.9% |
| 6M | +20.9% | +115.2% | -94.3% | +9.5% |
| YTD | +12.9% | +133.7% | -120.8% | +0.9% |
| 1Y | +20.3% | +250.2% | -229.9% | +2.7% |
| 3Y | +160.9% | +320.3% | -159.4% | +115.2% |
| 5Y | +154.8% | +53.1% | +101.7% | +113.6% |
| All | +173.0% | +171.0% | +2.0% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling