+8.9%
DOCU vs IRE
-98.0%
+107.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -33.9% | +32.0% | -2.7% |
| 7D | -3.2% | -57.1% | +53.9% | -4.8% |
| 30D | +15.7% | -84.4% | +100.1% | +11.5% |
| 3M | +37.3% | -85.0% | +122.2% | +32.7% |
| 6M | +63.1% | -95.2% | +158.4% | +58.9% |
| YTD | +15.4% | -93.9% | +109.3% | +11.0% |
| 1Y | +11.3% | -98.8% | +110.1% | +13.1% |
| All | +8.9% | -98.0% | +107.0% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling