+101.7%
DOCU vs INVH
+48.6%
+53.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.6% |
| 7D | -0.4% | -2.5% | +2.1% | +0.7% |
| 30D | +12.9% | +0.7% | +12.3% | +12.5% |
| 3M | +35.1% | -8.8% | +43.8% | +40.8% |
| 6M | +76.2% | -5.0% | +81.2% | +80.1% |
| YTD | +17.2% | 0.0% | +17.2% | +15.8% |
| 1Y | +16.4% | -1.9% | +18.3% | +16.0% |
| 3Y | +95.6% | -5.0% | +100.6% | +93.4% |
| 5Y | -68.5% | -21.6% | -47.0% | -65.9% |
| All | +101.7% | +48.6% | +53.1% | +70.3% |
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