+70.4%
IWM vs DOCU
+94.9%
-24.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +1.0% | -3.7% | +4.7% | +1.5% |
| 30D | +0.2% | +15.0% | -14.7% | -1.8% |
| 3M | -5.6% | +39.9% | -45.5% | -10.5% |
| 6M | +2.7% | +66.2% | -63.4% | -5.8% |
| YTD | +16.2% | +17.7% | -1.5% | +12.8% |
| 1Y | +18.9% | +13.7% | +5.3% | +16.1% |
| All | +70.4% | +94.9% | -24.5% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling