-98.8%
IRE vs DOC
+21.7%
-120.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -0.2% | -33.7% | -33.9% |
| 7D | -57.1% | +6.2% | -63.4% | -57.9% |
| 30D | -84.4% | +6.5% | -90.9% | -84.8% |
| 3M | -85.0% | -6.2% | -78.7% | -84.3% |
| 6M | -95.2% | +25.6% | -120.8% | -96.5% |
| YTD | -93.9% | +32.1% | -126.0% | -95.1% |
| 1Y | -98.8% | +20.3% | -119.1% | -99.1% |
| All | -98.8% | +21.7% | -120.6% | -99.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling