+43.4%
IYR vs DOCN
+209.7%
-166.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.0% | -6.5% | +1.2% |
| 7D | +2.3% | -12.8% | +15.1% | +2.7% |
| 30D | +7.4% | -41.9% | +49.3% | +9.6% |
| 3M | -0.7% | -36.9% | +36.2% | +0.8% |
| 6M | +1.6% | -52.2% | +53.9% | +4.2% |
| YTD | +11.6% | +62.7% | -51.2% | +2.7% |
| 1Y | +10.5% | +58.2% | -47.8% | +1.8% |
| 3Y | +43.4% | +219.5% | -176.1% | +11.6% |
| All | +43.4% | +209.7% | -166.3% | +11.6% |
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