+65.9%
IOT vs DOCU
-46.5%
+112.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.8% |
| 7D | -2.6% | -5.5% | +3.0% | +0.9% |
| 30D | +1.2% | +12.6% | -11.5% | -5.9% |
| 3M | +7.2% | +36.4% | -29.2% | -11.7% |
| 6M | +41.7% | +66.8% | -25.1% | +4.1% |
| YTD | +15.6% | +13.5% | +2.1% | +5.8% |
| 1Y | +7.6% | +11.3% | -3.7% | -1.3% |
| 3Y | +69.8% | +92.1% | -22.3% | -2.6% |
| All | +65.9% | -46.5% | +112.4% | +110.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling