+5.4%
IYR vs DOCS
-52.4%
+57.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +0.6% | +2.6% | -2.0% | +0.4% |
| 30D | +6.6% | +11.4% | -4.9% | +5.6% |
| 3M | -1.8% | +25.4% | -27.2% | -3.8% |
| 6M | +1.4% | +42.5% | -41.1% | -2.4% |
| YTD | +10.5% | -24.7% | +35.2% | +12.1% |
| 1Y | +10.6% | -32.9% | +43.6% | +13.3% |
| 3Y | +41.8% | +39.6% | +2.2% | +28.8% |
| All | +5.4% | -52.4% | +57.8% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling