+5.9%
IYR vs DOCU
-71.9%
+77.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.5% |
| 7D | +2.8% | -3.2% | +6.0% | +3.2% |
| 30D | +7.3% | +15.7% | -8.4% | +5.5% |
| 3M | -2.0% | +37.3% | -39.3% | -5.8% |
| 6M | +1.5% | +63.1% | -61.6% | -4.8% |
| YTD | +10.5% | +15.4% | -4.8% | +7.6% |
| 1Y | +10.5% | +11.3% | -0.8% | +8.0% |
| 3Y | +37.4% | +92.1% | -54.6% | +20.9% |
| 5Y | +5.9% | -70.5% | +76.4% | +0.9% |
| All | +5.9% | -71.9% | +77.7% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling