+63.8%
DOCU vs INVH
+54.3%
+9.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.6% |
| 7D | +0.7% | -3.1% | +3.8% | +2.2% |
| 30D | +8.0% | -7.1% | +15.1% | +11.8% |
| 3M | +41.0% | -3.0% | +44.0% | +43.1% |
| 6M | +33.7% | +10.1% | +23.6% | +27.2% |
| YTD | -4.9% | +3.8% | -8.7% | -7.5% |
| 1Y | -20.4% | -2.1% | -18.3% | -20.5% |
| 3Y | +29.6% | -7.0% | +36.6% | +29.9% |
| 5Y | -76.9% | -20.6% | -56.3% | -75.2% |
| All | +63.8% | +54.3% | +9.5% | +36.1% |
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