+101.5%
IWM vs DOCU
+104.4%
-2.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.3% | -3.4% | +3.6% | +0.9% |
| 30D | +0.6% | +9.3% | -8.7% | -1.1% |
| 3M | -6.2% | +30.2% | -36.4% | -11.0% |
| 6M | -0.8% | +62.1% | -62.9% | -10.1% |
| YTD | +14.8% | +13.5% | +1.2% | +10.1% |
| 1Y | +16.1% | +11.5% | +4.6% | +11.7% |
| 3Y | +71.5% | +89.5% | -18.0% | +44.5% |
| 5Y | +25.8% | -69.6% | +95.4% | +32.0% |
| All | +101.5% | +104.4% | -2.8% | +43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling