+70.5%
DOCN vs INVH
+4.8%
+65.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.5% |
| 7D | -19.2% | +2.0% | -21.2% | -20.3% |
| 30D | -43.1% | +4.8% | -47.8% | -44.9% |
| 3M | -40.7% | -9.8% | -30.9% | -37.6% |
| 6M | -55.0% | -3.7% | -51.3% | -55.2% |
| YTD | +50.6% | +0.8% | +49.8% | +42.6% |
| 1Y | +54.0% | +1.9% | +52.1% | +44.0% |
| 3Y | +203.9% | -4.3% | +208.2% | +184.9% |
| 5Y | -29.4% | -21.1% | -8.3% | -18.5% |
| All | +70.5% | +4.8% | +65.8% | +95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling