-61.2%
DOCS vs IRE
-84.4%
+23.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +14.0% | -16.8% | -3.0% |
| 7D | -1.4% | +54.8% | -56.2% | -2.0% |
| 30D | +21.8% | +18.4% | +3.4% | +21.3% |
| 3M | +27.3% | -66.7% | +94.0% | +27.2% |
| 6M | -0.3% | -52.3% | +52.0% | -1.9% |
| YTD | -40.5% | -52.3% | +11.8% | -42.6% |
| All | -61.2% | -84.4% | +23.2% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling