+307.2%
IBKR vs DOCU
+98.0%
+209.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +7.9% | +4.1% | +3.8% | +7.2% |
| 30D | -2.8% | +7.4% | -10.1% | -3.9% |
| 3M | -10.5% | +26.0% | -36.5% | -14.0% |
| 6M | -3.7% | +79.2% | -82.9% | -14.0% |
| YTD | +27.6% | +18.1% | +9.5% | +22.4% |
| 1Y | +22.5% | +20.5% | +2.0% | +17.0% |
| 3Y | +307.2% | +96.4% | +210.8% | +276.8% |
| All | +307.2% | +98.0% | +209.2% | +276.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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