+79.2%
IOT vs DOCU
+96.5%
-17.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +0.1% |
| 7D | -1.3% | -0.4% | -0.9% | -1.1% |
| 30D | +1.5% | +12.9% | -11.4% | -5.1% |
| 3M | +4.8% | +35.1% | -30.3% | -11.6% |
| 6M | +45.3% | +76.2% | -30.9% | +7.4% |
| YTD | +19.2% | +17.2% | +2.0% | +5.7% |
| 1Y | +6.1% | +16.4% | -10.4% | -6.3% |
| All | +79.2% | +96.5% | -17.3% | -12.7% |
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