+72.8%
IYR vs DOCU
+111.8%
-39.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.1% |
| 7D | +6.9% | -3.7% | +10.6% | +7.3% |
| 30D | +10.2% | +15.0% | -4.7% | +8.6% |
| 3M | -0.3% | +39.9% | -40.2% | -3.9% |
| 6M | +3.6% | +66.2% | -62.5% | -2.3% |
| YTD | +12.5% | +17.7% | -5.2% | +9.5% |
| 1Y | +12.4% | +13.7% | -1.2% | +9.8% |
| 3Y | +39.8% | +95.9% | -56.1% | +25.6% |
| 5Y | +8.2% | -71.7% | +79.9% | +9.1% |
| All | +72.8% | +111.8% | -39.0% | +41.7% |
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