-96.9%
IRE vs DOC
+14.9%
-111.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.1% | -26.4% | -24.3% |
| 7D | -46.8% | +8.7% | -55.6% | -48.9% |
| 30D | -75.5% | +7.6% | -83.1% | -76.5% |
| 3M | -79.4% | -5.3% | -74.2% | -78.5% |
| 6M | -91.3% | +27.6% | -118.9% | -93.8% |
| YTD | -90.8% | +32.4% | -123.2% | -93.5% |
| 1Y | -97.7% | +22.9% | -120.6% | -98.2% |
| All | -96.9% | +14.9% | -111.8% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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