+10.6%
IOT vs DOCU
+11.6%
-1.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +4.0% | +4.0% |
| 7D | -0.5% | -3.7% | +3.2% | +2.3% |
| 30D | +1.0% | +15.0% | -14.0% | -8.7% |
| 3M | +10.9% | +39.9% | -29.0% | -13.7% |
| 6M | +39.9% | +66.2% | -26.2% | -3.1% |
| YTD | +20.8% | +17.7% | +3.1% | -14.9% |
| 1Y | +10.6% | +13.7% | -3.1% | -22.3% |
| All | +10.6% | +11.6% | -1.0% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling