+71.0%
IOT vs DOCU
-46.4%
+117.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +2.9% |
| 7D | +0.8% | -4.8% | +5.6% | +3.9% |
| 30D | +1.6% | +9.4% | -7.7% | -3.8% |
| 3M | +3.3% | +29.0% | -25.7% | -12.0% |
| 6M | +42.0% | +62.3% | -20.3% | +6.0% |
| YTD | +19.1% | +13.7% | +5.5% | +9.0% |
| 1Y | +8.8% | +11.5% | -2.8% | -0.4% |
| 3Y | +79.2% | +94.2% | -14.9% | +2.0% |
| All | +71.0% | -46.4% | +117.4% | +116.3% |
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 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