+67.8%
IOT vs DOCU
-46.4%
+114.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.8% | -3.4% | +4.2% | +3.0% |
| 30D | -0.2% | +9.3% | -9.5% | -5.5% |
| 3M | +4.0% | +30.2% | -26.2% | -11.9% |
| 6M | +39.4% | +62.1% | -22.8% | +4.1% |
| YTD | +16.9% | +13.5% | +3.4% | +7.0% |
| 1Y | +4.1% | +11.5% | -7.4% | -4.6% |
| 3Y | +72.7% | +89.5% | -16.8% | -0.1% |
| All | +67.8% | -46.4% | +114.3% | +112.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling