-5.6%
DOCU vs IRE
-84.4%
+78.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +14.0% | -10.3% | +4.0% |
| 7D | +6.9% | +54.8% | -47.9% | +7.9% |
| 30D | +19.0% | +18.4% | +0.6% | +19.7% |
| 3M | +34.3% | -66.7% | +101.0% | +35.5% |
| 6M | +48.0% | -52.3% | +100.3% | +50.8% |
| YTD | 0.0% | -52.3% | +52.3% | +0.1% |
| All | -5.6% | -84.4% | +78.9% | -3.1% |
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