+41.8%
IYR vs DOCN
+245.3%
-203.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.3% |
| 7D | +0.6% | +19.1% | -18.5% | -0.2% |
| 30D | +6.6% | -21.0% | +27.6% | +7.4% |
| 3M | -1.8% | -34.7% | +32.9% | -0.5% |
| 6M | +1.4% | -45.8% | +47.2% | +3.4% |
| YTD | +10.5% | +79.4% | -68.9% | +1.3% |
| 1Y | +10.6% | +91.0% | -80.4% | +0.7% |
| 3Y | +41.8% | +237.5% | -195.6% | +10.9% |
| All | +41.8% | +245.3% | -203.5% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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