+94.6%
IWM vs DOCU
+107.7%
-13.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -4.2% |
| 7D | -4.6% | -3.2% | -1.4% | -4.0% |
| 30D | -3.7% | +15.7% | -19.4% | -6.2% |
| 3M | -9.4% | +37.3% | -46.6% | -14.8% |
| 6M | -3.6% | +63.1% | -66.7% | -12.8% |
| YTD | +10.8% | +15.4% | -4.6% | +6.0% |
| 1Y | +11.9% | +11.3% | +0.6% | +7.7% |
| 3Y | +60.6% | +92.1% | -31.5% | +34.9% |
| 5Y | +19.2% | -70.5% | +89.7% | +25.6% |
| All | +94.6% | +107.7% | -13.0% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling