+808.3%
IWM vs DOC
+699.2%
+109.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.0% |
| 7D | +0.1% | -1.5% | +1.6% | +0.7% |
| 30D | -1.3% | -4.8% | +3.5% | +0.7% |
| 3M | +1.6% | +6.9% | -5.3% | -1.6% |
| 6M | +13.6% | +20.7% | -7.2% | +3.5% |
| YTD | +20.8% | +34.1% | -13.4% | +5.0% |
| 1Y | +26.4% | +22.6% | +3.8% | +13.9% |
| 3Y | +60.7% | +20.8% | +39.9% | +43.5% |
| 5Y | +38.2% | -24.9% | +63.1% | +49.5% |
| 10Y | +169.5% | -1.8% | +171.3% | +144.9% |
| All | +808.3% | +699.2% | +109.1% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling