+84.2%
DOCN vs INVH
+5.1%
+79.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.4% | +7.7% | +7.8% |
| 7D | -12.8% | +1.3% | -14.1% | -13.6% |
| 30D | -41.9% | +1.5% | -43.5% | -42.7% |
| 3M | -36.9% | -9.4% | -27.5% | -33.7% |
| 6M | -52.2% | -3.3% | -49.0% | -52.5% |
| YTD | +62.7% | +1.2% | +61.5% | +53.8% |
| 1Y | +58.2% | +1.5% | +56.7% | +48.6% |
| 3Y | +219.5% | -2.4% | +221.9% | +194.8% |
| 5Y | -32.9% | -20.6% | -12.3% | -22.6% |
| All | +84.2% | +5.1% | +79.1% | +110.9% |
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