+7.1%
DOCU vs IRE
-97.2%
+104.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +39.6% | -41.2% | -0.7% |
| 7D | -5.5% | -27.2% | +21.6% | -5.8% |
| 30D | +12.6% | -75.1% | +87.8% | +9.9% |
| 3M | +36.4% | -77.9% | +114.3% | +33.3% |
| 6M | +66.8% | -94.6% | +161.4% | +63.6% |
| YTD | +13.5% | -91.5% | +105.0% | +10.2% |
| 1Y | +11.3% | -97.8% | +109.1% | +12.9% |
| All | +7.1% | -97.2% | +104.4% | +6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling