+72.2%
DOCU vs IRM
+429.9%
-357.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.2% |
| 7D | +6.9% | -0.5% | +7.4% | +7.0% |
| 30D | +19.0% | -8.1% | +27.1% | +21.8% |
| 3M | +34.3% | -9.7% | +44.0% | +37.8% |
| 6M | +48.0% | +10.0% | +38.0% | +41.8% |
| YTD | 0.0% | +43.0% | -43.0% | -12.4% |
| 1Y | -10.3% | +32.7% | -42.9% | -19.8% |
| 3Y | +32.4% | +102.7% | -70.3% | +1.8% |
| 5Y | -77.9% | +187.6% | -265.5% | -84.4% |
| All | +72.2% | +429.9% | -357.7% | +14.9% |
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