+30.8%
IYR vs DOCN
+324.7%
-293.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.9% |
| 7D | -1.2% | +1.1% | -2.4% | -1.3% |
| 30D | -2.9% | -9.6% | +6.8% | -2.5% |
| 3M | +0.8% | -37.7% | +38.5% | +3.2% |
| 6M | +1.9% | +115.2% | -113.4% | -6.7% |
| YTD | +9.6% | +133.7% | -124.1% | -1.0% |
| 1Y | +8.1% | +250.2% | -242.1% | -7.1% |
| All | +30.8% | +324.7% | -293.9% | +3.1% |
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