+71.1%
IYR vs DOCU
+104.4%
-33.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.1% | -3.4% | +5.5% | +2.5% |
| 30D | +7.2% | +9.3% | -2.1% | +6.1% |
| 3M | +0.4% | +30.2% | -29.8% | -2.6% |
| 6M | +1.4% | +62.1% | -60.7% | -4.1% |
| YTD | +11.3% | +13.5% | -2.2% | +8.8% |
| 1Y | +10.5% | +11.5% | -1.0% | +8.1% |
| 3Y | +41.7% | +89.5% | -47.8% | +27.7% |
| 5Y | +7.1% | -69.6% | +76.7% | +7.5% |
| All | +71.1% | +104.4% | -33.3% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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