-3.3%
IOT vs DOCU
-19.0%
+15.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.7% | +3.1% |
| 7D | +2.8% | +0.7% | +2.1% | +2.2% |
| 30D | -1.8% | +8.0% | -9.8% | -7.2% |
| 3M | +17.9% | +41.0% | -23.1% | -6.1% |
| 6M | +13.5% | +33.7% | -20.1% | -6.4% |
| YTD | +13.3% | -4.9% | +18.1% | -0.8% |
| 1Y | -3.3% | -20.4% | +17.0% | -15.3% |
| All | -3.3% | -19.0% | +15.7% | -15.3% |
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