+29.9%
IYR vs DOCN
+74.7%
-44.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.8% |
| 7D | +2.0% | -19.2% | +21.1% | +3.5% |
| 30D | +8.2% | -43.1% | +51.3% | +12.5% |
| 3M | -1.7% | -40.7% | +39.0% | +1.4% |
| 6M | -0.4% | -55.0% | +54.6% | +4.4% |
| YTD | +9.9% | +50.6% | -40.7% | +0.4% |
| 1Y | +10.4% | +54.0% | -43.5% | +0.5% |
| 3Y | +38.4% | +203.9% | -165.4% | +12.5% |
| 5Y | +5.2% | -29.4% | +34.6% | -10.0% |
| All | +29.9% | +74.7% | -44.7% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling