+39.1%
IWM vs DOCU
-78.0%
+117.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.4% |
| 7D | +0.1% | +6.9% | -6.8% | -1.2% |
| 30D | -1.3% | +19.0% | -20.2% | -4.7% |
| 3M | +1.6% | +34.3% | -32.7% | -4.6% |
| 6M | +13.6% | +48.0% | -34.5% | +3.8% |
| YTD | +20.8% | 0.0% | +20.7% | +18.9% |
| 1Y | +26.4% | -10.3% | +36.7% | +26.6% |
| 3Y | +60.7% | +32.4% | +28.3% | +43.1% |
| All | +39.1% | -78.0% | +117.1% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling