+198.1%
DOCN vs INVH
+7.9%
+190.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.6% | +13.2% | +13.0% |
| 7D | +16.3% | -3.1% | +19.4% | +18.5% |
| 30D | +2.0% | -7.1% | +9.1% | +6.2% |
| 3M | -25.2% | -3.0% | -22.2% | -25.1% |
| 6M | +132.7% | +10.1% | +122.6% | +111.1% |
| YTD | +163.3% | +3.8% | +159.4% | +146.5% |
| 1Y | +280.3% | -2.1% | +282.4% | +270.1% |
| 3Y | +371.8% | -7.0% | +378.9% | +362.6% |
| 5Y | +87.1% | -20.6% | +107.7% | +108.1% |
| All | +198.1% | +7.9% | +190.2% | +237.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 10y: compounded portfolio wealth divided by compounded INVH 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…
10y analysis · Full analysis span regression · 6 months rolling