-48.9%
DOCS vs IRE
-97.0%
+48.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -23.2% | +29.6% | +6.5% |
| 7D | +1.2% | -46.8% | +48.1% | +1.6% |
| 30D | +21.3% | -75.5% | +96.8% | +22.4% |
| 3M | +58.4% | -79.4% | +137.8% | +59.4% |
| 6M | +39.3% | -91.3% | +130.6% | +39.6% |
| YTD | -21.7% | -90.8% | +69.1% | -23.7% |
| 1Y | -47.3% | -97.7% | +50.4% | -45.0% |
| All | -48.9% | -97.0% | +48.1% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling