+11.1%
DOCU vs IRE
-97.0%
+108.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -23.2% | +23.4% | -0.4% |
| 7D | -3.7% | -46.8% | +43.1% | -4.9% |
| 30D | +15.0% | -75.5% | +90.5% | +11.8% |
| 3M | +39.9% | -79.4% | +119.3% | +35.9% |
| 6M | +66.2% | -91.3% | +157.4% | +63.4% |
| YTD | +17.7% | -90.8% | +108.5% | +14.1% |
| 1Y | +13.7% | -97.7% | +111.4% | +15.0% |
| All | +11.1% | -97.0% | +108.1% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling