+29.6%
IYR vs DOCN
+171.0%
-141.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.9% |
| 7D | -1.2% | +1.1% | -2.4% | -1.4% |
| 30D | -2.9% | -9.6% | +6.8% | -2.3% |
| 3M | +0.8% | -37.7% | +38.5% | +4.1% |
| 6M | +1.9% | +115.2% | -113.4% | -8.1% |
| YTD | +9.6% | +133.7% | -124.1% | -2.5% |
| 1Y | +8.1% | +250.2% | -242.1% | -8.6% |
| 3Y | +29.2% | +320.3% | -291.1% | +3.3% |
| 5Y | +4.3% | +53.1% | -48.8% | -13.1% |
| All | +29.6% | +171.0% | -141.4% | +8.6% |
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 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