+62.8%
IOT vs DOCU
-52.8%
+115.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +1.5% |
| 7D | -2.3% | +6.9% | -9.2% | -6.3% |
| 30D | +3.8% | +19.0% | -15.2% | -7.0% |
| 3M | +14.2% | +34.3% | -20.1% | -4.8% |
| 6M | +40.1% | +48.0% | -7.9% | +11.1% |
| YTD | +13.4% | 0.0% | +13.4% | +12.2% |
| 1Y | +12.2% | -10.3% | +22.4% | +16.4% |
| 3Y | +30.0% | +32.4% | -2.4% | -5.3% |
| All | +62.8% | -52.8% | +115.6% | +122.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling