+95.3%
DOCU vs INVH
+49.8%
+45.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.9% |
| 7D | -5.5% | +2.0% | -7.6% | -6.5% |
| 30D | +12.6% | +4.8% | +7.8% | +10.2% |
| 3M | +36.4% | -9.8% | +46.2% | +42.9% |
| 6M | +66.8% | -3.7% | +70.5% | +69.3% |
| YTD | +13.5% | +0.8% | +12.6% | +11.7% |
| 1Y | +11.3% | +1.9% | +9.4% | +8.8% |
| 3Y | +92.1% | -4.3% | +96.4% | +89.3% |
| 5Y | -71.0% | -21.1% | -49.9% | -68.7% |
| All | +95.3% | +49.8% | +45.5% | +64.3% |
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