+68.8%
IYR vs DOCU
+104.2%
-35.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | +2.0% | -5.5% | +7.5% | +2.6% |
| 30D | +8.2% | +12.6% | -4.4% | +6.9% |
| 3M | -1.7% | +36.4% | -38.1% | -5.1% |
| 6M | -0.4% | +66.8% | -67.2% | -6.1% |
| YTD | +9.9% | +13.5% | -3.6% | +7.4% |
| 1Y | +10.4% | +11.3% | -0.9% | +8.0% |
| 3Y | +38.4% | +92.1% | -53.6% | +24.6% |
| 5Y | +5.2% | -71.0% | +76.2% | +5.9% |
| All | +68.8% | +104.2% | -35.4% | +38.9% |
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