+102.6%
DOCU vs IRM
+442.2%
-339.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | -3.7% | +2.6% | -6.3% | -4.4% |
| 30D | +15.0% | +5.6% | +9.3% | +12.8% |
| 3M | +39.9% | -4.7% | +44.6% | +41.1% |
| 6M | +66.2% | -6.1% | +72.2% | +67.4% |
| YTD | +17.7% | +46.3% | -28.6% | +1.9% |
| 1Y | +13.7% | +18.7% | -5.0% | +5.2% |
| 3Y | +95.9% | +111.5% | -15.6% | +48.2% |
| 5Y | -71.7% | +210.3% | -281.9% | -80.2% |
| All | +102.6% | +442.2% | -339.6% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 all: compounded portfolio wealth divided by compounded IRM 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…
all analysis · Full analysis span regression · 6 months rolling