+158.1%
JPM vs DOCN
+70.4%
+87.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -15.9% | +11.7% | -2.9% |
| 7D | -1.8% | -29.3% | +27.5% | +0.9% |
| 30D | +1.8% | -46.0% | +47.9% | +6.7% |
| 3M | -5.6% | -43.2% | +37.6% | -2.0% |
| 6M | +10.1% | -53.7% | +63.8% | +15.4% |
| YTD | +6.7% | +46.9% | -40.2% | -1.6% |
| 1Y | +10.3% | +54.3% | -44.0% | +1.1% |
| 3Y | +151.4% | +185.5% | -34.1% | +113.1% |
| 5Y | +127.3% | -31.1% | +158.4% | +95.3% |
| All | +158.1% | +70.4% | +87.7% | +130.8% |
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