-91.3%
IRE vs DOC
+27.8%
-119.1%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.1% | -26.4% | -23.0% |
| 7D | -46.8% | +8.7% | -55.6% | -46.9% |
| 30D | -75.5% | +7.6% | -83.1% | -75.5% |
| 3M | -79.4% | -5.3% | -74.2% | -78.6% |
| 6M | -91.3% | +27.6% | -118.9% | -93.8% |
| All | -91.3% | +27.8% | -119.1% | -93.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling