+14.3%
IYR vs DOCS
-19.4%
+33.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.4% |
| 7D | +2.8% | -1.3% | +4.1% | +2.9% |
| 30D | +7.3% | +19.4% | -12.1% | +6.0% |
| 3M | -2.0% | +53.4% | -55.4% | -5.3% |
| 6M | +1.5% | +28.8% | -27.2% | -1.0% |
| YTD | +10.5% | -25.1% | +35.6% | +11.8% |
| 1Y | +10.5% | -48.1% | +58.7% | +14.8% |
| 3Y | +37.4% | +51.4% | -13.9% | +27.1% |
| 5Y | +5.9% | -51.1% | +57.0% | +0.8% |
| All | +14.3% | -19.4% | +33.7% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling