+68.4%
IYR vs DOCU
+80.0%
-11.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.1% |
| 7D | -1.2% | +6.9% | -8.1% | -1.9% |
| 30D | -2.9% | +19.0% | -21.8% | -4.7% |
| 3M | +0.8% | +34.3% | -33.5% | -2.5% |
| 6M | +1.9% | +48.0% | -46.2% | -2.9% |
| YTD | +9.6% | 0.0% | +9.6% | +8.7% |
| 1Y | +8.1% | -10.3% | +18.4% | +8.1% |
| 3Y | +29.2% | +32.4% | -3.2% | +21.1% |
| 5Y | +4.3% | -77.9% | +82.2% | +7.7% |
| All | +68.4% | +80.0% | -11.6% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling